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Patent Searching and Data


Title:
MARKOV INTEREST RATE PREDICTION GUIDE
Document Type and Number:
Japanese Patent JP2009271898
Kind Code:
A
Abstract:

To provide an effective and simple guide by which an operator can visually recognize an estimated transition route with the maximum probability when the operator designates the next transition point.

When the operator sequentially designates the level of each point of an interest rate transition route, a transition route with the maximum probability with the transition point defined as a start point is displayed as numerical values or a graph by a table indicating each transition point calculated by an interest rate transition matrix in advance and the next point to be transited in each level of interest rates.


Inventors:
YAMAZAKI IZUMI
YAMAZAKI JUNICHI
Application Number:
JP2008145126A
Publication Date:
November 19, 2009
Filing Date:
May 04, 2008
Export Citation:
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Assignee:
YAMAZAKI JUNICHI
International Classes:
G06Q40/00; G06Q40/04