OPTION TRANSACTION PROCESSOR

摘要

PROBLEM TO BE SOLVED: To make an option transaction easier to comprehend, and to improve convenience in the option transaction. SOLUTION: An order receiving part 2 receives an order from a client. A ticket issuing part 5 issues an option ticket 17 corresponding to the received order. The conditions of the option transaction such as exercise rate, the class of an exercisable right, the date of settlement and an exercise amount are described on the option ticket 17. On the basis of the exercise rate and market rate data 12, a ticket value calculating part 6 calculates the latent value of an option. On the basis of the latent value of the option, a deposit money calculating part 7 calculates valid deposit money for the other transaction of the client.