Is a
Patent attributes
Current Assignee
Patent Jurisdiction
Patent Number
Patent Inventor Names
Garry Tan1
Kevin Simler1
Andrew Aymeloglu1
Derek Cicerone1
Date of Patent
July 9, 2013
1Patent Application Number
118668591
Date Filed
October 3, 2007
1Patent Citations Received
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Patent Primary Examiner
Patent abstract
In one embodiment, an expression comprising a left-hand side and a right-hand side is received. The left-hand side specifies one or more market instruments, and the right-hand side specifies a method that is to be applied based on the left-hand side of the expression. The expression is parsed. A time series is generated by applying the method based on one or more sets of data values associated with the one or more market instruments. The generated time series is stored in computer data storage.
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