FIELD: calculating; counting.
SUBSTANCE: invention relates to means for calculating a government bond volatility index. System comprises: a memory storing at least one program; and at least one processor communicatively coupled to the memory, wherein, the processor, when executing at least one program, allows receiving data regarding options on government bond derivatives, calculates using the data regarding options on government bond derivatives, the government bond volatility index, transmits data regarding the government bond volatility index and receives and processes electronic orders for bond derivatives based on the volatility index.
EFFECT: technical result is a wider range of technical means for electronic trading systems.
18 cl, 2 tbl, 7 dwg
