A method is provided for calculating a price of a financial instrument
that includes obtaining parameters of the financial instrument from a
financial database of transactions and determining the price based on a
projection using the parameters. The method may further include selecting
a model for determining the price and determining the price using the
model and the parameters. The method may further include selecting at
least one further model for calculating the price and determining the
price using the at least one further model and the parameters. A system
is provided for calculating a price of a financial instrument comprising
parameters for the financial instrument and a processor in electronic
communication with the financial database and adapted to calculate the
price of the financial instrument based on a projection and the
parameters. A computer program is provided that is stored on a memory and
configured to be executed by a computer. The computer program includes
program code for executing a method for pricing a financial transaction.