連結股票之收盤值假設如下. 期數 h 期末日期 期末前五 個結構型 T US BLS US DOW US SBC US VZ US BMY US MO US GE US HPQ US PFE US KO US JNJ US 債券營業 日 1 1997/9/30 1997/9/23 47.37 23.78 30.25 30.31 39.69 38.9 42.25 23.04 27.51 20.67 59.75 29.63 2 1998/3/31 1998/3/24 71.65 32.5 31.58 46 52.41 50.8 43.75 27.54 24.78 31.79 76 36.94 3 1998/9/30 1998/9/23 63.16 37.59 28.33 42.5 46.69 47.56 47.25 28.02 20.95 35.5 58 39.72 4 1999/3/31 1999/3/24 85.78 41 30.46 49.63 52.44 55.68 40.88 35.58 26.27 46.04 65.38 45.34 5 1999/9/30 1999/9/23 67.57 43.5 36.94 48.56 65.13 66.09 34.5 38.92 36.83 35.63 50.94 45.56 6 2000/3/31 2000/3/24 93.55 44.69 36.13 43 59.5 52.35 19.81 53.02 55.55 34.88 47 36.13 7 2000/10/2 2000/9/22 47.37 38.31 24.94 47.94 43.44 55.26 27.63 57.31 52.09 44.31 52.88 47.94 8 2001/4/2 2001/3/23 33.95 38.55 31.07 41.86 46.95 53.82 43.4 39.99 31.17 37.53 45.5 44.11 9 2001/10/1 2001/9/21 34.04 40.2 29.76 44.25 50.65 51 46.68 31.3 14.96 35.8 46.8 52.24 10 2002/4/1 2002/3/21 32.4 37.42 33.11 38.63 47.03 40.6 53.31 37.45 18.5 40.15 50.4 64.8 11 2002/9/30 2002/9/23 25.12 21.83 28.79 22.71 29.71 24.24 43.15 26.4 12.88 28.64 47 52.85 12 2003/3/31 2003/3/24 16.63 21.85 28.58 20.93 35.85 21.46 33.59 26.73 16.55 30.99 40.91 56.75
