Abstract: A system and method for updating and applying a financial outcome of transactions involving pass-through securities to portfolios associated with the transactions by updating valuation data associated with the pass-through securities found during a search of a trade database, computing a financial outcome of the transactions found based on the updated valuation data and applying the computed financial outcome to the portfolios of investments involved in the transactions.

Abstract: A system and method are disclosed for implementing dynamic set operations on data stored in a sorted array using a balanced search tree as a data structure. More particularly, the subject invention facilitates the implementation of a search to access data items stored in a sorted array by position, rather than by key value. This is accomplished by generating a balanced search tree for a sorted array of data items wherein the information stored at each node of the tree includes: a key value; a left pointer to indicate the presence of a first child; a pointer to indicate the presence of a second child; a first count of descendents along a branch including the first child; and a second count of descendants along a branch including the second child.

Abstract: A system and method are disclosed for implementing dynamic set operations on data stored in a sorted array using a balanced search tree as a data structure. More particularly, the subject invention facilitates the implementation of a search to access data items stored in a sorted array by position, rather than by key value. This is accomplished by generating a balanced search tree for a sorted array of data items wherein the information stored at each node of the tree includes: a key value; a left pointer to indicate the presence of a first child; a pointer to indicate the presence of a second child; a first count of descendents along a branch including the first child; and a second count of descendants along a branch including the second child.

Abstract: A system and method are disclosed for implementing dynamic set operations on data stored in a sorted array using a hybrid red-black binary search tree as a data structure. More particularly, the subject invention facilitates the implementation of a binary search to access data items stored in a sorted array by position, rather than by key value. This is accomplished by generating a balanced red-black binary search tree for a sorted array of data items wherein the information stored at each node of the tree includes: a key value; a color; a left pointer to indicate the presence of a child to the left of the node; a right pointer to indicate the presence of a child to the right of the node; a count of descendents along a branch to the left of the node; and a count of descendants along a branch to the right of the node.

Abstract: A system and method are disclosed for implementing dynamic set operations on data stored in a sorted array using a hybrid red-black binary search tree as a data structure. More particularly, the subject invention facilitates the implementation of a binary search to access data items stored in a sorted array by position, rather than by key value, as in conventional red-black trees. This is accomplished by generating a balanced red-black binary search tree for a sorted array of data items wherein the information stored at each node of the tree includes: a key value; a color; a left pointer to indicate the presence of a child to the left of the node; a right pointer to indicate the presence of a child to the right of the node; a count of descendents along a branch to the left of the node; and a count of descendants along a branch to the right of the node.

Abstract: A system and method for updating and applying a financial outcome of transactions involving pass-through securities to portfolios associated with the transactions by updating valuation data associated with the pass-through securities found during a search of a trade database, computing a financial outcome of the transactions found based on the updated valuation data and applying the computed financial outcome to the portfolios of investments involved in the transactions.