BRPI0507381A - negociação separada de juros nominativos e capital original de dìvida (principal) de sistema de tìtulos, método e produto de programa de computador - Google Patents

negociação separada de juros nominativos e capital original de dìvida (principal) de sistema de tìtulos, método e produto de programa de computador

Info

Publication number
BRPI0507381A
BRPI0507381A BRPI0507381-2A BRPI0507381A BRPI0507381A BR PI0507381 A BRPI0507381 A BR PI0507381A BR PI0507381 A BRPI0507381 A BR PI0507381A BR PI0507381 A BRPI0507381 A BR PI0507381A
Authority
BR
Brazil
Prior art keywords
duration
debt
interest
future
derivatives
Prior art date
Application number
BRPI0507381-2A
Other languages
English (en)
Inventor
Robert D Arnott
Original Assignee
Res Affiliates Llc
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by Res Affiliates Llc filed Critical Res Affiliates Llc
Publication of BRPI0507381A publication Critical patent/BRPI0507381A/pt

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation or account maintenance

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • Development Economics (AREA)
  • Theoretical Computer Science (AREA)
  • Physics & Mathematics (AREA)
  • General Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Entrepreneurship & Innovation (AREA)
  • Operations Research (AREA)
  • Human Resources & Organizations (AREA)
  • Game Theory and Decision Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)

Abstract

NEGOCIAçãO SEPARADA DE JUROS NOMINATIVOS E CAPITAL ORIGINAL DE DìVIDA (PRINCIPAL) DE SISTEMA DE TìTULOS, MéTODO E PRODUTO DE PROGRAMA DE COMPUTADOR Um método e um aparelho para o investimento são estabelecidos. Tomando-se o valor presente de um passivo futuro como o ponto de partida, títulos com incidência de juros ou derivativos, podem ser comprados, que podem ter uma duração menor do que aquela do passivo futuro, mas são comprados em múltiplos suficientes de modo que a duração do investimento vezes o múltiplo equivalha à duração do passivo futuro. Os títulos ou derivativos de menor duração em quase todos os casos terão taxas de juros associadas que são menores do que aquelas de um título ou derivativo similar cuja duração combina com aquela dos passivos futuros.Conforme a duração diminue para os titulos ou derivativos disponíveis, as taxas de juros de cada um também diminuirão, mas não tão rapidamente quanto a taxa de diminuição de duração. Pelo uso de alavancagem, os títulos ou derivativos podem ser comprados em quantidades de modo que a duração do investimento combine com aquela dos passivos futuros, mas o montante total de juros disponível a partir do investimento alavancado excederá àquele para um instrumento similar cuja duração com aquela dos passivos futuros.
BRPI0507381-2A 2004-02-04 2005-02-04 negociação separada de juros nominativos e capital original de dìvida (principal) de sistema de tìtulos, método e produto de programa de computador BRPI0507381A (pt)

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
US54167704P 2004-02-04 2004-02-04
PCT/US2005/003673 WO2005076941A2 (en) 2004-02-04 2005-02-04 Separate trading of registered interest and principal of securities system, method and computer program product

Publications (1)

Publication Number Publication Date
BRPI0507381A true BRPI0507381A (pt) 2007-07-10

Family

ID=34860207

Family Applications (1)

Application Number Title Priority Date Filing Date
BRPI0507381-2A BRPI0507381A (pt) 2004-02-04 2005-02-04 negociação separada de juros nominativos e capital original de dìvida (principal) de sistema de tìtulos, método e produto de programa de computador

Country Status (13)

Country Link
US (1) US20050197944A1 (pt)
EP (1) EP1730677A4 (pt)
JP (1) JP2007520831A (pt)
KR (1) KR20070003903A (pt)
CN (1) CN101095159A (pt)
AU (1) AU2005213425B2 (pt)
BR (1) BRPI0507381A (pt)
CA (1) CA2554843A1 (pt)
IL (1) IL177089A0 (pt)
MX (1) MXPA06008873A (pt)
NZ (1) NZ549626A (pt)
WO (1) WO2005076941A2 (pt)
ZA (1) ZA200608264B (pt)

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JP5238272B2 (ja) * 2008-01-22 2013-07-17 株式会社大和証券グループ本社 投資信託運用益分配システムおよび投資信託運用益分配処理方法、並びにプログラム
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US9245299B2 (en) 2013-03-15 2016-01-26 Locus Lp Segmentation and stratification of composite portfolios of investment securities
US10515123B2 (en) 2013-03-15 2019-12-24 Locus Lp Weighted analysis of stratified data entities in a database system

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Also Published As

Publication number Publication date
EP1730677A2 (en) 2006-12-13
ZA200608264B (en) 2008-08-27
CN101095159A (zh) 2007-12-26
NZ549626A (en) 2008-10-31
IL177089A0 (en) 2006-12-10
EP1730677A4 (en) 2010-09-08
CA2554843A1 (en) 2005-08-25
WO2005076941A2 (en) 2005-08-25
KR20070003903A (ko) 2007-01-05
US20050197944A1 (en) 2005-09-08
AU2005213425A1 (en) 2005-08-25
WO2005076941A3 (en) 2007-03-01
MXPA06008873A (es) 2007-02-16
AU2005213425B2 (en) 2010-09-02
JP2007520831A (ja) 2007-07-26

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Legal Events

Date Code Title Description
B08F Application dismissed because of non-payment of annual fees [chapter 8.6 patent gazette]

Free format text: REFERENTE A 7A E 8A ANUIDADE, CONFORME ART. 10 DA RES. 124/06.

B08K Patent lapsed as no evidence of payment of the annual fee has been furnished to inpi [chapter 8.11 patent gazette]

Free format text: REFERENTE AO DESPACHO 8.6 PUBLICADO NA RPI 2204 DE 02/04/2013.