| 摘要 |
PROBLEM TO BE SOLVED: To provide a rate generation system and a rate generation method for OTC-FX task capable of reducing task labor of a dealer, and preventing a revenue opportunity from being missed.SOLUTION: An OTC-FX system 10 includes: skew value calculation processing means 25D for calculating a plurality of candidate skew values; skew value determination processing means 25J for selecting and determining a skew value to be adopted from among a plurality of candidate skew values; and skew execution processing means 25K for generating an investor presentation rate by adding the determined skew value to a spread addition rate. When a candidate skew value other than zero is 2 or more, and a deviation between the lowest candidate skew value and the highest candidate skew value is a prescribed value or less, the skew value determination processing means 25J selects and adopts the candidates skew value in accordance with a priority order table, and when the deviation is more than the prescribed value, sets the skew value to zero. |
