Methods and systems for analysis, tracking and modifications of call options on debt issuances

Abstract

A computer-implemented method that includes receiving on a computer system, a price of a debt issuance; where the price of the debt issuance includes a cost for purchase of an embedded call option; calculating on a computer system, an actual cost of the purchase of the embedded call option; comparing on a computer system, the cost calculation of the call option to a rule based system of an alternative option type and a corresponding cost of the alternative option type; and determining on a computer system, based on the comparing step, the type of option to be embedded with the debt issuance.

What is claimed is: 
     
         1 . A computer-implemented method comprising:
 receiving on a computer system, a price of a debt issuance;   wherein the price of the debt issuance includes a cost for purchase of an embedded call option;   calculating on a computer system, an actual cost of the purchase of the embedded call option;   comparing on a computer system, the cost calculation of the call option to a rule based system of an alternative option type and a corresponding cost of the alternative option type; and   determining on a computer system, based on the comparing step, the type of option to be embedded with the debt issuance.   
     
     
         2 . The computer-implemented method of  claim 1 , wherein the alternate option type comprises at least one of the following
 i) call option   ii) swaption   iii) interest rate option   iv) currency option   v) commodity option   vi) yield curve option   
     
     
         3 . The computer-implemented method of  claim 1 , wherein the debt issuance is a municipal bond. 
     
     
         4 . The computer-implemented method of  claim 1 , wherein the rule based system further comprises a structure of the alternate option type and a corresponding cost of the structure of the option type.