METHOD AND AN APPARATUS FOR CALCULATING A BOND INDEX IN REAL TIME, CAPABLE OF ACTIVATING A TRADING MARKET AND ISSUING A BOND

摘要

PURPOSE: A method and an apparatus for calculating a bond index in real time are provided to calculate a bond index using off-board conclusion price and asked price, thereby activating a bond index fund and an ETF.;CONSTITUTION: A system determines an expiry earning rate of today market price(100). After fixed time, the system predicts expiry earning rates for non-preference bond items(102,104). The system filters data validity of recent offer price, recent bid price, and recent conclusion price for the expiry earning rates to calculate a bond index. The system determines the expiry earning rates(108). The system calculates a bond index(110).;COPYRIGHT KIPO 2011