G - Physics – 06 – Q
Patent
G - Physics
06
Q
G06Q 40/00 (2006.01)
Patent
CA 2290368
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.
L'invention concerne un procédé informatisé qui permet de comprimer un portefeuille d'instruments financiers. Les instruments financiers à comprimer sont identifiés, puis un sous-portefeuille comprimé, correspondant aux instruments financiers identifiés, est généré. Le sous-portefeuille comprimé et tous les instruments financiers non comprimés sont ensuite combinés de façon à donner un portefeuille comprimé.
Dembo Ron S.
Kreinin Alexander Y.
Lakhany Asif
Rosen Dan
Algorithmics Incorporated
Algorithmics International Corp.
Bereskin & Parr Llp/s.e.n.c.r.l.,s.r.l.
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