| 摘要 |
PROBLEM TO BE SOLVED: To provide an industrial bond evaluation system, an industrial bond evaluation method and an industrial bond evaluation program for evaluating a valid price of an industrial bond on the basis of a public reference price and an actual price.SOLUTION: A control unit 21 of an industrial bond evaluation system 20 executes calculation processing of a theoretical offer interest with the use of an estimation model expression. In this processing, the control unit 21 performs multiple regression analysis of the estimation model expression using the [national bond spread of an average value of offered interests] as a variable to be explained, and items relating to the [national bond spread of an average value of transaction reference statistical values], [difference between a maximum value and a minimum value of the transaction reference statistical values], [remaining time], [(ranking)notch] and [industry type] as explanatory variables to calculate an intercept and a regression coefficient of the estimation model expression, and calculates a theoretical offer interest of each brand by using the estimation model expression with the intercept and the regression coefficient substituted. The control unit 21 executes comparison processing between the theoretical offer interest and an average value of offered interests, and outputs a higher interest as a valid offered interest. |
