This paper focuses on the pricing of CSI 300 index-linked structured products with barrier option attached to call option. “Huiying No.198 of Huaxia Bank” was characterized by one index linked & multiple observations, and priced by means of the martingale theory. The pricing formula of barrier option attached to call option was simplified by Girsano conversion of P and R measures. The option price was calculated through conversion application of Girsanov Lemmas. The result demonstrates that the theoretical premium rate of Huiying No.198 is 􀀁􀀁􀀁􀀁􀀁􀀁􀀃􀀂 martingale theory provides a concise and straightforward method.