Computer-implemented method and apparatus for portfolio compression
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[edit] Patent Title
Computer-implemented method and apparatus for portfolio compression
[edit] Patent Number
US Patent 6278981
[edit] Abstract
A computer-implemented method for compressing a portfolio of financial instruments is described. Financial instruments to be compressed are identified, and a compressed subportfolio corresponding to the identified financial instruments is generated. The compressed subportfolio and any non-compressed financial instruments are then combined into a compressed portfolio.
[edit] Inventors
Dembo; Ron Samuel (Ontario, CA), Kreinin; Alexander Yacov (Thornhill, CA), Rosen; Dan (Toronto, CA)
[edit] Assignee
Algorithmics International Corporation (Ontario, CA)
[edit] Filed Date
May 28, 1998
[edit] Links
Full Patent Information [1]
