摘要 |
<p><P>PROBLEM TO BE SOLVED: To provide an effective and simple guide by which an operator can visually recognize an estimated transition route with the maximum probability when the operator designates the next transition point. <P>SOLUTION: When the operator sequentially designates the level of each point of an interest rate transition route, a transition route with the maximum probability with the transition point defined as a start point is displayed as numerical values or a graph by a table indicating each transition point calculated by an interest rate transition matrix in advance and the next point to be transited in each level of interest rates. <P>COPYRIGHT: (C)2010,JPO&INPIT</p> |