Debt pricing calculation device and method

Abstract

The invention discloses a debt pricing calculation device and method, and the method comprises the steps: obtaining security data disclosed by security transactions, wherein the security data to comprise the market data of a to-be-estimated debt and the science and technology index data (such as copyright, patent number and paper number) corresponding to a to-be-estimated debt; calculating to obtain a correlation coefficient according to the estimation model; and calculating and obtaining the theoretical debt value of the debt according to the correlation coefficient, the market data and the science and technology index data. According to the invention, the adopted estimation model simplifies various complex influence factors; reliable and accurate estimation can be achieved only by adopting two main factors, meanwhile, an adopted electronic computing device does not need complex and expensive equipment such as a mainstream controller and a computer at present, and great convenience isachieved for saving cost, especially for financial and security practitioners in remote areas.

Description

Technical field [0001] The invention relates to an analysis method and device, in particular to a debt pricing analysis method and device; the technical field of the international classification number H05. Background technique [0002] Securitization is the most significant and fastest-growing financial innovation in the world financial field in the past 40 years. Since the establishment of the first asset securitization product in the United States-mortgage bonds in 1968, asset securitization has flourished in the United States, with more and more product innovations. Asset securitization products will integrate assets that lack liquidity but have expected stable cash flow into an asset pool, which will be transformed into securities that can be sold and circulated on the financial market through structural reorganization. Asset securities can greatly increase the liquidity of illiquid assets. It is not only an innovation in financial instruments but also an innovation in the ...

AI Technical Summary

Problems solved by technology

However, since the development of my country's asset securitization is in its infancy and the national conditions of our country are quite different from those of foreign countries, it is impossible to directly apply the mature models abroad, especially in terms of pricing. At present, there is a lack of a reasonable pricing mechanism and model, which will affect the assets. Circulation of securitization

[0004] For the pricing of asset securitization, there are many commonly used pricing methods at home and abroad, but in the actual operation process, most of the asset securitization, especially the pricing of debt, still exists in theory, and lacks a practical and intuitive calculation device

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