1.程式的輸入格式，如：90 88 82 80 每個數字代表各期的價錢。

2.輸入完畢之後再以enter鍵確定。

3. f[i] = 1 - ( CB[i]/TB[i] )*( 1/(1-p[i-1] ) ) 代表第i期的遠期違約機率

可以由

[1-probability of default(i-1 periods)]*[1-forward probability of defult( period i)]

=probability the corporate bond survives past time i

=price of i-period corporate zero/ price of i-period Treasury zero

推導出來



4. p[i] = 1 - ( CB[i]/TB[i] ) 代表持續i期會違約的機率

可以由

1-probability of default (1 period ) =( price of 1-period corporate zero) /( price of 1-period Treasury zero) 而衍生到各持續i期的情形.-1.程式的輸入格式，如：90 88 82 80 每個數字代表各期的價錢。

2.輸入完畢之後再以enter鍵確定。

3. f[i] = 1- ( CB[i]/TB[i] )*( 1/(1-p[i-1] ) )　代表第i期的遠期違約機率

可以由

[1-probability of default(i-1 periods)]*[1-forward probability of defult( period i)]

=probability the corporate bond survives past time i

=price of i-period corporate zero/ price of i-period Treasury zero

推導出來



4. p[i] = 1- ( CB[i]/TB[i] )　代表持續i期會違約的機率

可以由

1-probability of default (1 period ) =( price of 1-period corporate zero) /( price of 1-period Treasury zero) 而衍生到各持續i期的情形.