1. A computer-implemented method for calculating pricing information of a financial instrument comprising a plurality of underlying financial instruments, the method comprising: calculating in a computer system, a default time vector for each of a plurality of default scenarios wherein each default time vector includes a measure of a likelihood of default for each of said plurality of underlying financial instruments; calculating in the computer system, one or more cash flows for a subset of said default scenarios; training in the computer system, a neural network with said subset of said default scenarios; and using said neural network in the computer system, to estimate one or more cash flows for a remaining number of said plurality of default scenarios.