Abstract: The present disclosure relates to methods and systems for calculating consensus data on a decentralized P2P network using a distributed ledger. Embodiments of the present disclosure provide for calculating, by a network node, data values corresponding to market rates associated with the network node, and sharing the data values with other network nodes. The data values from all network nodes are aggregated and a rule set applied to the aggregated data to determine and outlying values. Any network node that submitted an outlying value is designated as an outlier node. Consensus data is calculated based on data values that exclude data values from the outlier network nodes.

Abstract: A method for costing a web service operable for querying one or more data sources, the method including calculating the cost of operating the web service, measuring web service usage data using one or more service metrics, wherein the one or more service metrics include at least one derived service metric, choosing at least one service metric from the one or more service metrics, wherein one or more of the at least one chosen service metrics is a derived service metric, calculating the cost of the web service based on the at least one chosen service metric, and charging for usage of the web service based upon the calculated cost of the web service.

Abstract: The invention provides improved apparatus, systems and methods for simulating systems, processes and environments characterized by stochastic processes. The invention is particularly useful when Monte Carlo or Quasi Monte Carlo simulation techniques are employed in a simulation. The invention provides indications of sensitivities of simulated process outputs to changes in underlying process parameters. Embodiments of a simulator of the invention operate at a speed suitable for use in real time environments. In addition, the computational cost of a simulator of the invention relative to the cost associated with the output process is independent of the number of sensitivities and of the number of observations involved in the simulation.

Abstract: The dependency graph spreadsheet system allows for the capture of a sequence of calculations or formulas as a function. The function is stored as a function definition in a spreadsheet application. The function definition provides the ability to call or select a name or code associated with the function or function definition in the spreadsheet application by placing the name in a cell of the spreadsheet application. If the form of the calculation needs to be verified or modified, the function is reviewed and/or modified in the function definition worksheet, eliminating the need to seek out each invocation of the function in the spreadsheet application. The dependency graph spreadsheet system also provides the ability to invoke a higher order function that uses a defined function as an input and generates an output from the higher order function on a range of data inputs for the defined function in the spreadsheet.

Abstract: Pursuant to some embodiments, a platform matching system, method, apparatus and means are provided which include identifying at least a first benchmark test procedure to evaluate at least a first and a second target platform for use with an application, the at least first benchmark test procedure including at least a first unit test; receiving test result data from tests performed on the at least first and second target platform using the at least first benchmark test procedure; and performing a matching analysis to determine which of the at least first and second target platform is a best fit for the application.

Abstract: A method for operating a web service to search one or more data sources, the method including receiving a query directed to a first data source, wherein the first data source defines at least one characteristic of at least one first data object returned by the query, receiving at least one first data object from the first data source in response to querying the first data source, retrieving linked relationships between the at least one first data object and one or more second data objects from a second data source, receiving the one or more second data objects from the second data source in response to querying the second data source, generating a composite data object in response to the received query, the composite data object including the at least one first data object and the one or more second data objects formatted as markup language.

Abstract: A system for expense calculation, accrual, allocation, and reconciliation, including an expense calculation module configured to receive transaction data relating to a transaction and to apply at least one charge rule to the transaction data to calculate expense data detailing the expenses expected to be charged in association with the transaction; an accounting control module configured to receive the expense data as an input and to apply at least one accounting rule to the expense data to create enhanced data relating to the transaction; and an invoice reconciliation module configured to receive as inputs the expense data as well as invoice data related to the transaction, and to determine whether the invoice data matches the expense data for the transaction.

Abstract: A processor-implemented method for transforming transaction data and market feed data into trade metrics. The method includes executing a transaction for a financial instrument on a trading network using a server having a processor and interfacing with a database, receiving market data, regarding the financial instrument from a public exchange data source, determining a mark price for the financial instrument, calculating a trade metric for the executed transaction using an executed price for the transaction and the mark price, and storing the trade metric in the database. Trade metric data for a client may then be aggregated and used to categorize the client into one of a plurality of trading pools and to limit access to certain trading pools based on the categorization of the client.

Abstract: Optimizing fixed rate whole loan trading. Specifically, the invention provides computer-based systems and methods for optimally packaging a population of whole loans into bonds in either a senior/subordinate bond structure or into pools of pass through securities guaranteed by a government agency. Models for each type of bond structure are processed on the population of loans until either an optimal bond package is found or a user determines that a solution of sufficient high quality is found. Additionally, the models can account for bids for whole loans by allocating whole loans that meet requirements of the bid but are least favorable to be securitized.

Abstract: Providing computer-based systems and methods for analyzing historical performance of financial securities and identifying trades in those securities based on the securities' current position as compared to this historical performance. These computer-based systems and computer-implemented methods include identifying stock pairs to include in a trading portfolio, based on a measure of the pair's relative performance, such as a modified Sharpe Ratio. The value of the stocks in each stock pair in the portfolio is assessed and deviations determined. This assessment can occur daily or at a longer or shorter time step. Stocks are bought or sold based on the current price of the stock as compared to historical performance. The present invention preferably employs a large number of stock pairs in the trading portfolio. This use of a large number of pairs results in a plurality of stocks being in more than one stock pair.

Abstract: The APPARATUSES, METHODS AND SYSTEMS FOR AN INFLATION-SENSITIVE INDEX AND ASSOCIATED FINANCIAL PRODUCT GENERATOR (“ISIG”) provides facilities for generating and managing inflation-sensitive financial indices and/or the associated portfolios of investment vehicles underlying them, as well as for constructing tradable financial products based on and/or otherwise influenced by the values of those indices. In one embodiment, the ISIG may generate, maintain and/or manage at least three indices and/or financial products based thereon (e.g., such as index-linked exchange traded funds, and/or the like): a long-term inflation index that depends on the long term inflation expectations embedded in the U.S.

Abstract: Various embodiments of the invention may provide a method for operating a REST web service operable to search one or more data sources. In some embodiments, the invention may comprise receiving a query directed to a first data source, wherein the first data source defines at least one characteristic of at least one first data object returned by the query. Some embodiments of the invention may comprise querying the first data source. Various embodiments of the invention may comprise receiving at least one first data object from the first data source in response to querying the first data source. In some embodiments, the invention may comprise retrieving linked relationships between the at least one first data object and one or more second data objects from a second data source. Some embodiments of the invention may comprise querying the second data source for information on the one or more second data objects.

Abstract: A system and method of identifying accounting anomalies to assess investment risks and opportunities. The steps include receiving company data and criteria metrics, and evaluating the company data in view of the criteria metrics to produce a performance indicator. Information, such as an easily read visual flag is provided to a client identifying the performance indicator.

Abstract: Pursuant to some embodiments, a platform matching system, method, apparatus and means are provided which include identifying at least a first benchmark test procedure to evaluate at least a first and a second target platform for use with an application, the at least first benchmark test procedure including at least a first unit test; receiving test result data from tests performed on the at least first and second target platform using the at least first benchmark test procedure; and performing a matching analysis to determine which of the at least first and second target platform is a best fit for the application.

Abstract: A processor-implemented method for transforming transaction data and market feed data into trade metrics. The method includes executing a transaction for a financial instrument on a trading network using a server having a processor and interfacing with a database, receiving market data, regarding the financial instrument from a public exchange data source, determining a mark price for the financial instrument, calculating a trade metric for the executed transaction using an executed price for the transaction and the mark price, and storing the trade metric in the database. Trade metric data for a client may then be aggregated and used to categorize the client into one of a plurality of trading pools and to limit access to certain trading pools based on the categorization of the client.

Abstract: Disclosed herein are systems and methods for managing the distribution and synchronization of data across multiple locations. The invention uses a static, rule-based mechanism that results in fast, successful data updates in a consistent and controlled manner and without the requirement for manual reconciliation. In one embodiment the data relates to financial transactions.

Abstract: Methods and systems are provided whereby an Islamic investor (106) transfers a commodity to a corporate investor (108) in exchange for a contract to repay the value of the commodity plus a target rate of return in accordance with and agreed-upon schedule (204). The corporate investor in turn converts the commodity to a liquid asset for investment in an investment fund (206). The returns from the investment fund are used to satisfy the contract with the Islamic investor (214). The investment is thus made in accordance with Shari'ah law.

Abstract: Providing computer-based systems and methods for analyzing historical performance of financial securities and identifying trades in those securities based on the securities' current position as compared to this historical performance. These computer-based systems and computer-implemented methods include identifying stock pairs to include in a trading portfolio, based on a measure of the pair's relative performance, such as a modified Sharpe Ratio. The value of the stocks in each stock pair in the portfolio is assessed and deviations determined. This assessment can occur daily or at a longer or shorter time step. Stocks are bought or sold based on the current price of the stock as compared to historical performance. The present invention preferably employs a large number of stock pairs in the trading portfolio. This use of a large number of pairs results in a plurality of stocks being in more than one stock pair.

Abstract: A financial product is created by receiving funds from investors to purchase collateral, such as stock or bonds, in companies to populate an insurance portfolio and a risk portfolio. Notes backed by the collateral are issued to the investors and pay a coupon amount based on the performance of the collateral. The collateral is monitored over time to determine whether distressed equity events occur which coincide with the collateral value falling below a predetermined amount of its original share price. The number of distressed equity events between companies in the insurance portfolio and risk portfolio offset each other to give a total number of net hits. Subsequently, the total number of net hits is used to calculate an impact on the amount of the coupon pay-out to the investors.

Abstract: Providing computer-based systems and methods for analyzing historical performance of financial securities and identifying trades in those securities based on the securities' current position as compared to this historical performance. These computer-based systems and computer-implemented methods include identifying stock pairs to include in a trading portfolio, based on a measure of the pair's relative performance, such as a modified Sharpe Ratio. The value of the stocks in each stock pair in the portfolio is assessed and deviations determined. This assessment can occur daily or at a longer or shorter time step. Stocks are bought or sold based on the current price of the stock as compared to historical performance. The present invention preferably employs a large number of stock pairs in the trading portfolio. This use of a large number of pairs results in a plurality of stocks being in more than one stock pair.