CORE RATE GENERATION APPARATUS, CORE RATE GENERATION METHOD, AND PROGRAM THEREOF

    公开(公告)号:US20210383476A1

    公开(公告)日:2021-12-09

    申请号:US17055828

    申请日:2019-10-31

    Abstract: Disclosed herein is a core rate generating apparatus (1), comprising: a rate acquiring unit (12) configured to acquire a plurality of rates respectively generated by a plurality of counterparties; a median value calculation unit (13) configured to calculate a median value of whole of the plurality of rates of the plurality of counterparties; a difference calculation unit (13) configured to calculate a first difference between each of the plurality of rates and the median value for each of the plurality of counterparties; a weight deriving unit (14) configured to derive, based on the first difference, a weight for each of the plurality of counterparties; and a core rate generation unit (15) configured to apply, for each of the plurality of counterparties, the weight to each of the rates and generate a core rate.

Patent Agency Ranking