| 摘要 |
<p>The present invention relates to a system and method for determining a redemption price according to a return on an investment for equity linked securities (ELS), and more particularly, to a system that may promote efficiency in determining a redemption price. The system disclosed for the efficiency modularizes a pricing algorithm for determining (pricing) a redemption price according to a return on an investment for ELS, based on a pricing option present on each redemption method for ELS. According to the present invention, since the pricing algorithm is modularized according to the pricing option present on each redemption method, the downsizing of the pricing algorithm may also be implemented, and such modularization enables coping with a variation only by changing the code of an algorithm corresponding to a varied part (pricing option) if there is a variation in product. Thus, there is no need to re-implement the entire pricing algorithm when there is a variation in product.</p> |
