How to calculate the transaction cost associated with the purchase and sale of commingled port program for causing a computer to execute the method, and computer-readable storage medium storing the program, and, related to the purchase and sale of commingled opening System for calculating the transaction cost

摘要

PROBLEM TO BE SOLVED: To calculate a transaction unit price for allowing only a person who causes the generation of transaction costs to be generated accompanied with the purchase and selling of joint operation units to share the transaction costs.;SOLUTION: Transaction costs (including transaction margin and market impact) generated on a processing date when the purchase and selling of joint operation units (that is, the addition and collection of funds to the joint operation units) is executed are calculated from data related with the buying and selling transaction on the processing date. At that time, only the transaction costs related with the buying transaction are considered for the addition of funds, and only the transaction costs related with the selling transaction are considered for the collection of funds. Then, the transaction costs to be shared by the person who adds and collects the funds are calculated based on the calculated transaction costs, and the transaction unit price for the person who adds and collects the funds is calculated based on the shared transaction costs. When the stipulated sum of transaction is larger than the added and collected sum of the funds, the transaction costs to be shared area calculated under the consideration of the ratio of these.;COPYRIGHT: (C)2002,JPO