Charles Rd Schwartz

Address:

241 5 Ave APT 19B, New York, NY 10016

Phone:

2038010405

VIN:

WBSEH93537B798222

Make:

BMW

Model:

M6

Year:

2007

US Patent:

20050234797, Oct 20, 2005

Filed:

Apr 15, 2005

Appl. No.:

11/107630

Inventors:

Charles Schwartz - New Canaan CT, US

International Classification:

G06F017/60

US Classification:

705036000

Abstract:

Machine, method, and manufacturer pertaining to a computer-aided constructing of a principal-protected investment indexed to a reference portfolio. The method can include the steps of: entering into a computer a desired principal-protected amount, terms defining a reference portfolio call option indexed to performance of the reference portfolio, terms defining an index call option and an index put option indexed to an underlying that is not being substantially similar to the reference portfolio; and controlling the computer with a program to use the principal-protected amount and the terms to generate output including a combined cost of the three options substantially equal to the principal-protected amount, a combined expected payoff at expiration of the index call option and the index put option equal to the cost of the three options and a payoff at expiration of the reference portfolio call option substantially equal to increased value of the reference portfolio.