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.

HW1
...\hw1_pecu.m
...\main_pecu.cpp
...\main_pecu.exe
...\說明檔.docx

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