臺灣博碩士論文加值系統

國內票券市場快速發展，對票券相關分析工具需求日益殷切，本「票券投
資分析系統」將成為分析師及教學上重要工具。本研究：「票券投資分析
系統」設計著重在票券資料收集、及系統發展的架構、設計邏輯、及目前
部份程式說明。已開發出來的功能包括：票券資料維護及查詢、美國國庫
券遠期利率及持有報酬率資料維護、Vasicek模型參數估計、國內票券持
有報酬率及期限貼水。

As the money market keeps growing rapidly in Taiwan, the need
of tools to analyze the securities of money market will be more
requestable. This analysis system is mainly for analysts to
manage their securities and initiator to utter. This thesis,
"The Design of the analysis system of money market", focuses on
researching datas, developing the framework of the system,
explaining the design logic of this system, and describing the
programming. This system currently at least provides the
following functions : (1) the maintenance of the data files,
(2) the query function, (3) holding period return calculation,
and (4) forward premium calculation.