Abstract: Zero-coupon swap indices are provided for tracking characteristics of nominal, inflation-linked liabilities and other aspects of swaps. A zero-coupon nominal swap index is based on a portfolio of assets consisting of a cash investment at a reference rate combined with a zero-coupon swap, where periodic payments can be exchanged for a single fixed cash flow at maturity. A zero-coupon inflation swap index is based on a portfolio of investments in a zero-coupon inflation swap, a zero-coupon nominal swap and cash invested at a reference rate. Periodic payments on the cash investment can be exchanged, in a zero-coupon nominal swap transaction, for a single fixed payment at maturity.

Abstract: A Single Tranche Synthetic ABS product is designed to replicate economics returns of structured finance collateralized debt obligations (SF CDO) securities and allow parties to express a leveraged and/or correlation view on a custom ABS portfolio by transferring a credit risk of a particular transacted tranche of a portfolio in swap format. The inventions described herein account for an available funds cap risk of the ABS securities within the underlying portfolio in a manner equivalent to a cash analog based on the same underlying portfolio with sequential pay structure.

Abstract: In at least one aspect, the invention comprises a method comprising the steps of: identifying a first portfolio of securities as corresponding, at a specified time, to an index; calculating, for the first portfolio, a first set of performance values comprising one or more of: book yield, book income, and book return; calculating, for a second portfolio of securities, a second set of performance values corresponding to the first set of performance values; and comparing the second set of performance values to the first set of performance values to obtain a performance measure for the second portfolio.

Abstract: A Single Tranche Synthetic ABS product is designed to replicate economics returns of structured finance collateralized debt obligations (SF CDO) securities and allow parties to express a leveraged and/or correlation view on a custom ABS portfolio by transferring a credit risk of a particular transacted tranche of a portfolio in swap format. The inventions described herein account for an available funds cap risk of the ABS securities within the underlying portfolio in a manner equivalent to a cash analog based on the same underlying portfolio with sequential pay structure.

Abstract: A preferred embodiment of the invention provides an interface providing a model-driven projection of various order execution statistics based on the exact strategy (channel, algorithm, and parameters) that is selected by a user. In at least one embodiment, the interface is linked to at least order execution system and comprises an order execution display. In one embodiment, the invention comprises a computer system operable to display a graphical user interface comprising (a) a pre-trade analysis component for displaying market intelligence information regarding one or more specified securities; and (b) a strategy selection component for displaying order execution strategies for selection by a user and that comprises (i) an order execution component for routing a selected order execution strategy to an order execution system; (ii) an interface for enabling a user to specify trading strategies and strategy requirements; and (iii) a display for displaying projected order completion information.

Abstract: A method for collecting information regarding monitors connected to Window-based computer systems. A monitor class definition is established, and a monitor information provider is created. The monitor information provider is loaded on a Windows-based computer, which includes at least one monitor. The monitor information provider gathers serial number and model information of the monitor.

Abstract: A plurality of instruments are equitably distributed between a plurality of accounts. One implementation includes: calculating an overall average value for the instruments, and determining the best allocation for the instruments by iteratively distributing the instruments in the accounts and evaluating the errors between the accounts and the average instrument value for each allocation. Another implementation includes sorting the accounts into a first group having an account average instrument value greater than the overall average instrument value, a second group having an account average instrument value less than the overall average instrument value, and a third group where the values are equal. Then, improved distributions are attempted by exchanging instruments between accounts in the first group and accounts in the second group. The process is iterative until all possible instrument combinations between the first group and the second group have been tried and no further improvements can be made.

Abstract: In one aspect, the invention comprises a computer-implemented method for predicting interest rates, comprising the steps of: electronically receiving data describing one or more Fed fund futures rates; electronically adjusting the data describing the one or more Fed fund futures rates to obtain adjusted data regarding the one or more Fed fund futures rates; and electronically determining data regarding one or more expected Fed fund target rates. In another aspect, the invention comprises a system for predicting interest rates, comprising: one or more processors operable to determine probability distribution data for one or more Eurodollar rates based on Eurodollar futures option data; one or more processors operable to link said probability distribution data for one or more Eurodollar rates to overnight forward Fed funds rate data; and one or more processors operable to link said forward Fed funds rate data to expected Fed funds rate data.

Abstract: A system that includes one or more clients, databases and servers. The clients communicate with the servers using hyper-text transfer protocol. Each client includes a scheduling and monitoring agent. Each server includes several components. A first server component performs a plurality of functions, including receiving requests from the client(s) for configuration file verification information and storing in the database(s) a log of the requests. A second server component is capable of performing a plurality of functions, including receiving hardware and software inventory information, as well as software metering statistics, and storing the inventory information in at least one of the databases.

Abstract: In at least one aspect the invention comprises a computer-implemented method comprising: (a) electronically receiving data regarding characteristics of a plurality of tax exempt municipal bonds; (b) electronically receiving data describing a plurality of rules for inclusion of the tax exempt municipal bonds in a municipal bond index; (c) constructing a municipal bond index by applying the rules to characteristics of the plurality of tax exempt municipal bonds; and (d) quoting a municipal swap having a reference index, wherein the reference index is the municipal bond index. Other aspects comprise related computer systems and apparatuses, as well as various embodiments.

Abstract: A system and method for data collection and processing. Creation of an electronic form by a form creator is facilitated. The electronic form includes a plurality of fields. A form user enters data into the fields of the electronic form, which is then submitted by the form user. The data is submitted to one or more back-end systems associated with the electronic form. The data is processed using the back-end system.

Abstract: The present invention relates to a tool for selecting winners and losers based on their market position using a volume/turnover filter. Using the present tool, investors may predict when to hold some stocks long and others short over various time period, thereby maximizing the profitability of a portfolio.

Abstract: A system and method provide management of personal information files containing personal contacts, calendars, emails, and the like. A client device is configured to store a personal information file. A personal information file management tool is configured to search a directory on a server. The personal information file management tool compares a contact in the personal information file with the directory and updates the contact in the personal information file with the information in the directory.

Abstract: A system includes a third party authority in communication with a client computer and a target computer. The third party authority is configured to receive a request including authentication information and an access request from the client computer. The third party authority is configured to authenticate the client computer based on the authentication information and to process the access request to grant the client computer access to the target computer to perform a task on the target computer, the access request including the task. The third party authority is further configured to send an access token to the client computer to access the target computer to perform the task, to receive the access token from the target computer for validation, to validate the received access token based on the request for the target computer to process the task, and to grant the target computer permission to process the task upon validation.

Abstract: A system and method that allows a publisher to create a document series, associate a document with a document series and present to an end-user a series nugget displaying at least one document associated with the document series. Document series information may be inherited by each document in the document series. Document series information is stored in an asset database.

Abstract: A system that includes one or more clients, databases and servers. The clients communicate with the servers using hyper-text transfer protocol. Each client includes a scheduling and monitoring agent. Each server includes several components. A first server component performs a plurality of functions, including receiving requests from the client(s) for configuration file verification information and storing in the database(s) a log of the requests. A second server component is capable of performing a plurality of functions, including receiving hardware and software inventory information, as well as software metering statistics, and storing the inventory information in at least one of the databases.

Abstract: A method and system for monitoring and managing applications and services. A repository comprising information identifying a plurality of assets and one or more relationships among the assets is maintained. One or more assets used to support an application are identified, along with one or more applications that are included in a service. Event and performance data are collected by a plurality of tools that perform monitoring and/or managing of the identified assets, the application, and/or the service. The gathered event and performance data is aggregated. The user is provided with a portal to access the aggregated event and performance data. Through this portal, the user can determine an impact of an event or a performance issue on the application or service based on the aggregated event or performance data and the relationships among the assets.

Abstract: In at least one aspect, the invention comprises a computer-implemented method comprising: (a) electronically receiving data regarding projections of commodity consumption for exchange-traded futures contracts on one or more biofuel feedstock commodities; (b) selecting, based on said received data, one or more of said futures contracts for inclusion in a biofuel excess return strategy index; and (c) electronically weighting each of said selected one or more futures contracts; wherein said weighting is based on projected relative consumption of each commodity corresponding to said selected futures contracts.

Abstract: A system and method provide transparency of costs allocated to a unit of an organization. The method includes steps to receive asset information for an application at a cost transparency engine and identify a direct dependency of the application and an indirect dependency of the application using the asset information for the application. An infrastructure cost for the application is determined based on the direct dependency, the indirect dependency, component consumption by the application, and a unit cost of a service supporting the component. A report is generated, via a reporting tool, presenting the infrastructure cost for the application.

Abstract: An organization asset database (ADb) is described that contains a complete, up-to-date, secure, and easily accessible inventory of the organization's assets. Each asset is mapped onto a structure that represents the organizational hierarchy of the organization, which provides for multiple levels of accountability for each asset. Each asset has one or more roles in relation to other assets in the ADb and has one or more entitlements in relation to other assets in the ADb. The relationship between assets ensures that the ADb is complete and up-to-date and allows for easy filtering and retrieval of the information contained in the ADb.