What is claimed is:
1. A method for determining a winning bid, at an optimal bid price, for a sealed bid auction, said method comprising the steps of:
determining a distribution of bid values possible from competing bidders;
selecting a bid value;
randomly sampling other bid values to generate one possible auction scenario; and
determining a probability of winning the auction versus the selected bid value.
2. A method according to claim 1 wherein said step of randomly sampling bid values further comprises the step of using an iterated sampling technique to produce a distribution of auction outcomes.
3. A method according to claim 2 wherein said step of using an iterated sampling technique further comprises the step of using a Monte Carlo analysis.
4. A method according to claim 1 further comprising the steps of:
selecting various bid values;
randomly sampling other bid values to generate possible auction scenarios; and
determining a probability of winning the auction versus the selected bid values.
5. A method according to claim 4 wherein said step of randomly sampling bid values further comprises the step of using an iterated sampling technique to produce a distribution of auction outcomes.
6. A method according to claim 5 wherein said step of using an iterated sampling technique further comprises the step of using a Monte Carlo analysis.
7. A method according to claim 1 wherein said step of determining a distribution of bid values possible from competing bidders further comprises the step of determining financial capabilities for at least one of the possible competing bidders.
8. A method according to claim 1 wherein said step of determining a distribution of bid values possible from competing bidders further comprises the step of codifying market rules and contracts into computerized business rules suitable for a simulation.
9. A method according to claim 1 wherein said step of determining a distribution of bid values possible from competing bidders further comprises the step of codifying at least one of potential competition, market forces, forecasted budgets, priorities, risk and return tradeoffs into a preference matrix.
10. A method according to claim 1 wherein said step of determining a distribution of bid values possible from competing bidders further comprises the step of codifying past bidding history of competing bidders based upon knowledge of tranche types preferred by competing bidders.
11. A system for determining a winning bid, at an optimal bid price, for a sealed bid auction for tranches of asset portfolios, said system comprising:
a computer configured as a server and further configured with a database of asset portfolios;
at least one client system connected to said server through a network, said server configured to determine a distribution of bid values possible from competing bidders, select a bid value, randomly sample other bid values to generate one possible auction scenario and determine a probability of winning the auction versus the selected bid value.
12. A system according to claim 11 wherein said server is configured to use an iterated sampling technique to produce a distribution of auction outcomes.
13. A system according to claim 12 wherein said server is configured to use a Monte Carlo analysis as an iterated sampling technique.
14. A system according to claim 11 wherein said server is configured to:
select various bid values;
randomly sample other bid values to generate possible auction scenarios; and
determine a probability of winning the auction versus selected bid values.
15. A system according to claim 14 wherein said server is configured to use an iterated sampling technique to produce a distribution of auction outcomes.
16. A system according to claim 15 wherein said server is configured to use a Monte Carlo analysis as an iterated sampling technique.
17. A system according to claim 11 wherein said server is configured to determine financial capabilities for at least one of the possible competing bidders.
18. A system according to claim 11 wherein said server is configured to codify market rules and contracts into computerized business rules.
19. A system according to claim 11 wherein said server is configured to codify at least one of potential competition, market forces, forecasted budgets, priorities, risk and return tradeoffs into a preference matrix.
20. A system according to claim 11 wherein said server is configured to codify past bidding history of competing bidders based upon knowledge of tranche types preferred by competing bidders.
21. A computer for determining a winning bid, at an optimal price, for tranches of asset portfolios, said computer including a database of asset portfolios, said computer programmed to:
determine a distribution of bid values possible from competing bidders;
select a bid value;
randomly sample other bid values to generate one possible auction scenario; and
determine a probability of winning the auction versus the selected bid value.
22. A computer according to claim 21 programmed to use an iterated sampling technique to produce a distribution of auction outcomes.
23. A computer according to claim 22 programmed to use a Monte Carlo analysis as an iterated sampling technique.
24. A computer according to claim 21 programmed to:
select various bid values;
randomly sample other bid values to generate possible auction scenarios; and
determine a probability of winning the auction versus the selected bid values.
25. A computer according to claim 24 programmed to use an iterated sampling technique to produce a distribution of auction outcomes.
26. A computer according to claim 25 programmed to use a Monte Carlo analysis as an iterated sampling technique.
27. A computer according to claim 21 programmed to determine financial capabilities for at least one of the possible competing bidders.
28. A computer according to claim 21 programmed to codify market rules and contracts into business rules.
29. A computer according to claim 21 programmed to codify at least one of potential competition, market forces, forecasted budgets, priorities, risk and return tradeoffs into a preference matrix.
30. A computer according to claim 21 programmed to codify past bidding history of competing bidders based upon knowledge of tranche types preferred by competing bidders.
The claims below are in addition to those above.
All refrences to claim(s) which appear below refer to the numbering after this setence.
1. A method for use in a Proxy Mobile IP communications network, the method comprising:
at an anchor point function serving at least one mobile host, generating an IP address for use by the mobile host, the IP address being generated at least in part using cryptographic materials solely owned by the anchor point; and
performing, at the anchor point function, signalling on behalf of the mobile host, using the IP address generated for the mobile host and at least part of the cryptographic materials used to generate the IP address.
2. The method according to claim 1, further comprising using a modifier value specific to the mobile host, in combination with the cryptographic materials to generate the IP address.
3. The method according to claim 2, further comprising:
i. comparing the generated IP address of the mobile host with IP addresses previously generated by the anchor point;
ii. in the event that the generated IP address of the mobile host is the same as a previously generated IP address, using a further modifier value to generate a further IP address and repeating steps i and ii.
4. The method according to claim 1, wherein the cryptographic materials comprise a publicprivate key pair owned by the anchor point function.
5. The method according to claim 4, further comprising:
providing the public key of the anchor point function to a remote node, the public key to be used by the remote node to authenticate the mobile host’s IP address.
6. The method according to any one claim 1, comprising using the generated IP address to perform Enhanced Route Optimization with a correspondent node.
7. The method according to claim 6, comprising:
receiving a temporary home keygen token from a correspondent node;
sending the temporary home keygen token, the mobile host’s IP address, and at least part of the cryptographic materials to the correspondent node, the cryptographic materials for use in authenticating the mobile host’s IP address;
receiving a Care-of keygen token from the correspondent node; and
sending from the anchor point on behalf of the mobile host, a Binding Update message to the correspondent node, the Binding Update message comprising the temporary home keygen token, the Care-of keygen token in the case of a complete Binding Update message, and at least part of the cryptographic materials, the cryptographic materials for use in authenticating the mobile host’s IP address;
8. The method according to claim 7, further comprising:
sending a permanent home keygen token, the mobile host’s IP address, and at least part of the cryptographic materials to the correspondent node;
receiving a further Care-of keygen token from the correspondent node; and
sending from the anchor point on behalf of the mobile host, a Binding Update message to the correspondent node, the Binding Update message comprising the permanent home keygen token, the further Care-of keygen token in the case of a complete Binding Update message, and at least part of the cryptographic materials, the cryptographic materials for use in authenticating the mobile host’s IP address.
9. An anchor point function for use in a proxy mobile communications network, the anchor point function comprising:
a receiver for communicating with at least one mobile host served by the anchor point function;
a processor for generating an IP address for use by the at least one mobile host, the IP address being generated at least in part using cryptographic materials solely owned by the anchor point function; and
a transmitter for sending signalling on behalf of the mobile host, the signalling using the IP address generated for the mobile host and at least part of the cryptographic materials used to generate the IP address.
10. The anchor point function according to claim 9, wherein the processor is arranged to use a modifier value specific to the mobile host in combination with the cryptographic materials.
11. The anchor point function according to claim 10, wherein the processor is further arranged to compare the generated IP address of the mobile host with IP addresses previously generated by the anchor point and, in the event that the generated IP address of the mobile host is the same as a previously generated IP address, the processor is arranged to use a further modifier value to generate a further IP address.
12. The anchor point function according to claim 9, wherein the cryptographic materials comprise a publicprivate key pair owned by the anchor point function.
13. The anchor point function according to claim 12, further comprising:
a second transmitter for sending the public key of the anchor point function to a remote node, the public key to be used by the remote node to authenticate the mobile host’s IP address.
14. The anchor point function according to claim 9, comprising:
a second receiver for receiving a temporary home keygen token from a correspondent node;
a third transmitter for transmitting the temporary home keygen token, the mobile host’s IP address, and at least part of the cryptographic materials to the correspondent node, the cryptographic materials for use in authenticating the mobile host’s IP address;
a third receiver for receiving a Care-of keygen token from the correspondent node; and
a fourth transmitter for sending, on behalf of the mobile host, a Binding Update message to the correspondent node, the Binding Update message comprising the temporary home keygen token, the Care-of keygen token in the case of a complete Binding Update message, and at least part of the cryptographic materials, the cryptographic materials for use in authenticating the mobile host’s IP address;
15. The anchor point function according to claim 14, further comprising:
a fifth transmitter for sending a permanent home keygen token, the mobile host’s IP address, and at least part of the cryptographic materials to the correspondent node;
a fourth receiver for receiving a further Care-of keygen token from the correspondent node; and
a sixth transmitter for sending, on behalf of the mobile host, a Binding Update message to the correspondent node, the Binding Update message comprising the permanent home keygen token, the further Care-of keygen token in the case of a complete Binding Update message, and at least part of the cryptographic materials, the cryptographic materials for use in authenticating the mobile host’s IP address;
16. An access router for use in a Proxy Mobile IP communications network, the access router comprising:
a receiver for receiving from an anchor point function signalling relating to a mobile host served by the anchor point function; and
a transmitter for forwarding the signalling to a correspondent node, the signalling comprising packets defining an IP source address as an IP address generated by the anchor point for use by the mobile node, the IP address having been generated at least in part using cryptographic materials solely owned by the anchor point.