I guess that the "license application client(IBM/LUM)" server uses a local ip address (something like 192.168.x.x), am I wrong ?
In this case your local ip can't be reachable from outside your network without port forwarding or full DNAT.
Anyway, many routers have fixes for this issue, you just need to read the manual.
But... if 192.168.1.1:1200 starts a connection with 208.153.257.20:1515 isnt the source port 1200 will available from outside connectioins? For example, the browser opens several local ports to connect to remote port 80 and the local ports receives back the data.
What you need is something like the way NAT/PAT works on home broadband routers. Other terminology that fits the situation is a stateful firewall.
What it means is that the firewall knows what UDP packets have exited through the firewall, and thus, which packets to allow back in as responses. It does this by looking at the source address and port as well as the destination address and port. An inbound packet from the destination with a matching address and port will be allowed in as a response to the original packet for XX seconds.
An alternative, but riskier config, is to allow inbound UDP packets only so long as they come from licenseserver:1515
If you do this, you would be counting on the odds that you will not see such an address:port combination unless someone else knows exactly what they are spoofing.