Joseph L Rago

US Patent:

8055694, Nov 8, 2011

Filed:

May 25, 2011

Appl. No.:

13/115772

Inventors:

Vladimir Beyder - East Brunswick NJ, US
Awanish Choudhury - Alpharetta GA, US
Mahendra Deshpande - Johns Creek GA, US
William J. Hines - Jersey City NJ, US
Chandrasekar Meyyappan - Plainsboro NJ, US
George M. Pillepich - Ramsey NJ, US
Joseph J. Rago - Staten Island NY, US
Deepika Sinha - Princeton NJ, US

Assignee:

Morgan Stanley - New York NY

International Classification:

G06F 7/00

US Classification:

708200

Abstract:

A system and method for effecting modular investment position calculation is disclosed. The system and method comprise a data architecture having multiple stored calculation components. The calculation components include base calculation components and variant calculation components. A calculation spine is assembled by a master control module based upon information received by the master control module indicating that a variant version of a base calculation is to be performed. The calculation spine includes at least some of the base calculation components and at least one of the variant calculation components. The calculation spine is executable by the at least one programmable processor using data received by the processor such that, when the calculation spine is executed, the variant version of the base calculation will be performed using the data.