{"id":4574,"date":"2022-08-27T13:16:37","date_gmt":"2022-08-27T04:16:37","guid":{"rendered":"https:\/\/i-kiin.net\/?p=4574"},"modified":"2025-09-01T16:58:51","modified_gmt":"2025-09-01T07:58:51","slug":"%ea%b5%ad%ec%b1%84%ec%84%a0%eb%ac%bc-3%eb%85%84-5%eb%85%84-10%eb%85%84-%ec%9d%b4%eb%a1%a0%ea%b0%80-%ea%b3%84%ec%82%b0%ea%b8%b0-v1-0","status":"publish","type":"post","link":"https:\/\/i-kiin.net\/?p=4574","title":{"rendered":"\uad6d\ucc44\uc120\ubb3c (3\ub144, 5\ub144, 10\ub144) \uc774\ub860\uac00 \uacc4\uc0b0\uae30 v1.0"},"content":{"rendered":"<p>\u25cb \ucd5c\uc2e0 \uae00<\/p>\n<ul style=\"list-style-type: disc;\">\n<li><strong><a class=\"row-title\" href=\"https:\/\/i-kiin.net\/?p=5889\" rel=\"nofollow\" aria-label=\"\u201c\uad6d\ucc44\uc120\ubb3c (3\ub144, 5\ub144, 10\ub144) \uc774\ub860\uac00 \uacc4\uc0b0\uae30 v1.3\u201d (\ud3b8\uc9d1)\">\uad6d\ucc44\uc120\ubb3c (3\ub144, 5\ub144, 10\ub144, 30\ub144) \uc774\ub860\uac00 \uacc4\uc0b0\uae30 v1.5<\/a><\/strong><\/li>\n<\/ul>\n<hr \/>\n<p><span style=\"color: #ff0000;\"><strong>\u203b 2022\ub144 12\uc6d4 25\uc77c wordpress database \uc77c\ubd80 \ub9dd\uc2e4\ub85c \ubcf5\uad6c\ud588\uc73c\ub098 \uacfc\uac70<\/strong><del>\uc640 100% \uc77c\uce58\ud558\uc9c0\ub294 \uc54a\uc744 \uac83\uc73c\ub85c \uc608\uc0c1 \uc911&#8230;<\/del><strong> \ub0b4\uc6a9\uc744 \uc544\uc8fc \uc544\uc8fc \uc57d\uac04 \uc218\uc815!!!<br \/>\n<\/strong><\/span><\/p>\n<hr \/>\n<p><a href=\"http:\/\/www.krx.co.kr\/\" target=\"_blank\" rel=\"nofollow noopener\">KRX<\/a>\uc5d0 \uc0c1\uc7a5\ub418\uc5b4 \uc788\ub294 \u2460<a href=\"http:\/\/open.krx.co.kr\/contents\/OPN\/01\/01040501\/OPN01040501.jsp\" target=\"_blank\" rel=\"nofollow noopener\">3\ub144 \uad6d\ucc44\uc120\ubb3c<\/a>, \u2461<a href=\"http:\/\/open.krx.co.kr\/contents\/OPN\/01\/01040502\/OPN01040502.jsp\" target=\"_blank\" rel=\"nofollow noopener\">5\ub144 \uad6d\ucc44\uc120\ubb3c<\/a>, \u2462<a href=\"http:\/\/open.krx.co.kr\/contents\/OPN\/01\/01040503\/OPN01040503.jsp\" target=\"_blank\" rel=\"nofollow noopener\">10\ub144 \uad6d\ucc44\uc120\ubb3c<\/a>\uc758 \uc774\ub860\uac00, \u2463Modified Duration <span id='easy-footnote-1-4574' class='easy-footnote-margin-adjust'><\/span><span class='easy-footnote'><a href='https:\/\/i-kiin.net\/?p=4574#easy-footnote-bottom-1-4574' title='Effective Duration &amp;amp; Excel\uc5d0\uc11c \uc81c\uacf5\ub418\ub294 Duration \ub458 \ub2e4 \ud3ec\ud568'><sup>1<\/sup><\/a><\/span>, \u2464Convexity <span id='easy-footnote-2-4574' class='easy-footnote-margin-adjust'><\/span><span class='easy-footnote'><a href='https:\/\/i-kiin.net\/?p=4574#easy-footnote-bottom-2-4574' title='Effective Convexity \ud3ec\ud568'><sup>2<\/sup><\/a><\/span>, \u2465\uc774\ub860\uac00 \uc870\uacac\ud45c, \u2466\uacb0\uc81c(\uc608\uc815)\uac00 \ub4f1\uc758 \uc815\ubcf4\ub97c \ud655\uc778\ud560 \uc218 \uc788\ub294 \uc774\ub860\uac00 \uacc4\uc0b0\uae30\uc774\ub2e4.<\/p>\n<p>2000\ub144\ub300 \ucd08\ubc18 \ubaa8 \uc120\ubb3c\uc0ac\uc5d0\uc11c \uae08\uc735\uacf5\ud559\ud300\uc7a5 \ub300\ud589\uc73c\ub85c \uc77c\ud558\ub358 \uc911 \ub9cc\ub4e4\uc5b4\uc11c \ub2f9\uc2dc \ubc95\uc778\uc601\uc5c5\ud300\ub4e4\uc744 \ud3ec\ud568\ud558\uc5ec \uac70\ub798 \uc0c1\ub300\ubc29 \uae08\uc735\uc0ac\ub4e4 \ub2f4\ub2f9\uc790\uc5d0\uac8c \ubc30\ud3ec\ud588\ub358 \uacc4\uc0b0\uae30\uc778\ub370, \uadf8\ub3d9\uc548 \uadc0\ucc2e\uc544\uc11c \uc5c5\ub370\uc774\ud2b8\ub97c \ud558\uc9c0 \uc54a\ub2e4\uac00 \uc774\uc81c\ub294 \ubcf8\uc778\uc774 \uc368\uc57c \ud560 \ud544\uc694\ub85c \uc778\ud574 \uc5c5\ub370\uc774\ud2b8\ud558\uace0, \ub9cc\ub4e0 \ucc38\uc5d0 \uacf5\uc720\ud558\ub824\uace0 \ud55c\ub2e4.<\/p>\n<p>\ucc38\uace0\ub85c 2000\ub144 \ucd08\ubc18\uc5d0 \ub9cc\ub4e4\uc5b4\uc11c \ubc30\ud3ec\ud588\ub358 \uacc4\uc0b0\uae30\ub294 4\uac1c \uc2dc\ud2b8\uc5d0 \uac01\uac01 \uc544\ub798\uc640 \uac19\uc740 \ubaa8\uc2b5\uc73c\ub85c \ub9cc\ub4e4\uc5b4\uc11c \ubc30\ud3ec\ud588\uc5c8\ub2e4.<\/p>\n<p><a href=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc-01.png\" rel=\"lightbox\"><img decoding=\"async\" class=\"aligncenter size-full wp-image-4448\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc-01.png\" alt=\"\" width=\"100%\" \/><\/a><\/p>\n<p><a href=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc-02.png\" rel=\"lightbox\"><img decoding=\"async\" class=\"aligncenter size-full wp-image-4448\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc-02.png\" alt=\"\" width=\"100%\" \/><\/a><\/p>\n<p><a href=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc-03.png\" rel=\"lightbox\"><img decoding=\"async\" class=\"aligncenter size-full wp-image-4448\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc-03.png\" alt=\"\" width=\"100%\" \/><\/a><\/p>\n<p><a href=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc-04.png\" rel=\"lightbox\"><img decoding=\"async\" class=\"aligncenter size-full wp-image-4448\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc-04.png\" alt=\"\" width=\"100%\" \/><\/a><\/p>\n<p>&nbsp;<\/p>\n<p>\uc800\ub7ac\ub358 \uacc4\uc0b0\uae30\ub97c \uc544\ub798\uc640 \uac19\uc774 \uc5c5\ub370\uc774\ud2b8 \ud588\ub2e4.<\/p>\n<p><a href=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc_05.png\" rel=\"lightbox\"><img decoding=\"async\" class=\"aligncenter size-full wp-image-4448\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc_05.png\" alt=\"\" width=\"100%\" \/><\/a><\/p>\n<p><a href=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc_06.png\" rel=\"lightbox\"><img decoding=\"async\" class=\"aligncenter size-full wp-image-4448\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc_06.png\" alt=\"\" width=\"100%\" \/><\/a><\/p>\n<p><a href=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc_07.png\" rel=\"lightbox\"><img decoding=\"async\" class=\"aligncenter size-full wp-image-4448\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc_07.png\" alt=\"\" width=\"100%\" \/><\/a><\/p>\n<p><a href=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc_08.png\" rel=\"lightbox\"><img decoding=\"async\" class=\"aligncenter size-full wp-image-4448\" src=\"https:\/\/i-kiin.net\/wp-content\/uploads\/2022\/08\/tpc_08.png\" alt=\"\" width=\"100%\" \/><\/a><\/p>\n<p>\uac01 \uc2dc\ud2b8 \ucea1\ucc98 \uc774\ubbf8\uc9c0\uc5d0 \uc720\uc758\ud558\uac70\ub098 \uc8fc\uc758\uae4a\uac8c \uc0b4\ud3b4\ubd10\uc57c \ud560 \ud56d\ubaa9\ub4e4\uc5d0\ub294 \ubd89\uc740 \uc2e4\uc120\uc73c\ub85c \uba85\uae30\ud588\uc73c\ub2c8 <span style=\"text-decoration: underline; color: #ff0000;\"><strong>\uc544\ub9c8 \ud30c\uc77c\uc744 \ubcf4\ub294 \ub204\uad6c\ub77c\ub3c4 \ub2e4\ub4e4 \ud65c\uc6a9\uc774 \uac00\ub2a5\ud560 \uac83\uc73c\ub85c \ud310\ub2e8<\/strong><\/span>\ud55c\ub2e4.<\/p>\n<p>\uc0ac\uc6a9\uc744 \uc704\ud574\uc11c\ub294 \uc544\ub798 DLL \ud30c\uc77c\uacfc XLSB \ud30c\uc77c\uc774 \ud544\uc694\ud558\ub2e4.<\/p>\n<ul>\n<li><span style=\"color: #ff0000;\"><del>KiinUtils.dll<\/del><\/span> <span id='easy-footnote-3-4574' class='easy-footnote-margin-adjust'><\/span><span class='easy-footnote'><a href='https:\/\/i-kiin.net\/?p=4574#easy-footnote-bottom-3-4574' title='\ucd5c\uc2e0 \ud30c\uc77c \ub4f1\ub85d\uc73c\ub85c \ub9c1\ud06c \uc81c\uac70'><sup>3<\/sup><\/a><\/span><\/li>\n<li><span style=\"color: #ff0000;\"><del>KTBF(3y-5y-10y)\uc774\ub860\uac00_v1.0.xlsb<\/del><\/span> <span id='easy-footnote-4-4574' class='easy-footnote-margin-adjust'><\/span><span class='easy-footnote'><a href='https:\/\/i-kiin.net\/?p=4574#easy-footnote-bottom-4-4574' title='\ucd5c\uc2e0 \ud30c\uc77c \ub4f1\ub85d\uc73c\ub85c \ub9c1\ud06c \uc81c\uac70'><sup>4<\/sup><\/a><\/span><\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<p>P.S: <span style=\"color: #cc99ff;\"><strong>\uc120\ub3c4\uac00\uaca9\uc5d0\uc11c \uc120\ub3c4\uae08\ub9ac\ub97c \ucd94\uc815<\/strong><\/span>\ud560 \ub54c\ub294 Numerical Analysis \uc911 \ud558\ub098\uc778 <a href=\"https:\/\/en.wikipedia.org\/wiki\/Secant_method\" target=\"_blank\" rel=\"nofollow noopener\">Secant Method<\/a>\ub97c, <strong>Call-CD91-\ud1b5\uc5481Y \uae30\uac04 \uad6c\uc870<\/strong>\uc5d0\uc11c \uc6d0\ud558\ub294 <strong><span style=\"color: #cc99ff;\">\uc794\uc874\ub9cc\uae30\uc758 \uae08\ub9ac\ub97c \ubcf4\uac04 (Interpolation)<\/span><\/strong>\ud560 \ub54c\ub294 <strong><span style=\"text-decoration: underline;\">Monotone Cubic Hermite Spline<\/span><\/strong> (<a href=\"https:\/\/en.wikipedia.org\/wiki\/Monotone_cubic_interpolation\" target=\"_blank\" rel=\"nofollow noopener\">Monotone cubic interpolation &#8211; Wikipedia<\/a>, <a href=\"https:\/\/en.wikipedia.org\/wiki\/Cubic_Hermite_spline\" target=\"_blank\" rel=\"nofollow noopener\">Cubic Hermite spline<\/a>) \ub4f1\uc744 \uac01\uac01 \uc801\uc6a9\ud588\ub2e4.<\/p>\n<p>\uc870\ud68c\uc218: 201<\/p>","protected":false},"excerpt":{"rendered":"<p>\u25cb \ucd5c\uc2e0 \uae00 \uad6d\ucc44\uc120\ubb3c (3\ub144, 5\ub144, 10\ub144, 30\ub144) \uc774\ub860\uac00 \uacc4\uc0b0\uae30 v1.5 \u203b 2022\ub144 12\uc6d4 25\uc77c wordpress database \uc77c\ubd80 \ub9dd\uc2e4\ub85c \ubcf5\uad6c\ud588\uc73c\ub098 \uacfc\uac70\uc640 100% \uc77c\uce58\ud558\uc9c0\ub294 \uc54a\uc744 \uac83\uc73c\ub85c \uc608\uc0c1 \uc911&#8230; \ub0b4\uc6a9\uc744 \uc544\uc8fc \uc544\uc8fc \uc57d\uac04 \uc218\uc815!!! KRX\uc5d0 \uc0c1\uc7a5\ub418\uc5b4 \uc788\ub294 \u24603\ub144 \uad6d\ucc44\uc120\ubb3c, \u24615\ub144 \uad6d\ucc44\uc120\ubb3c, \u246210\ub144 \uad6d\ucc44\uc120\ubb3c\uc758 \uc774\ub860\uac00, \u2463Modified Duration , \u2464Convexity , \u2465\uc774\ub860\uac00 \uc870\uacac\ud45c, \u2466\uacb0\uc81c(\uc608\uc815)\uac00 \ub4f1\uc758 \uc815\ubcf4\ub97c \ud655\uc778\ud560 \uc218 \uc788\ub294 &#8230; <a title=\"\uad6d\ucc44\uc120\ubb3c (3\ub144, 5\ub144, 10\ub144) \uc774\ub860\uac00 \uacc4\uc0b0\uae30 v1.0\" class=\"read-more\" href=\"https:\/\/i-kiin.net\/?p=4574\" aria-label=\"\uad6d\ucc44\uc120\ubb3c (3\ub144, 5\ub144, 10\ub144) \uc774\ub860\uac00 \uacc4\uc0b0\uae30 v1.0\uc5d0 \ub300\ud574 \ub354 \uc790\uc138\ud788 \uc54c\uc544\ubcf4\uc138\uc694\">\ub354 \uc77d\uae30<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[610],"tags":[2271,2653,2654,2655,2756,2906,2907],"class_list":["post-4574","post","type-post","status-publish","format-standard","hentry","category-capital-market","tag-2271","tag-3-","tag-5-","tag-10-","tag-calculator","tag-2906","tag-theoretical-price"],"_links":{"self":[{"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/posts\/4574","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/i-kiin.net\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=4574"}],"version-history":[{"count":0,"href":"https:\/\/i-kiin.net\/index.php?rest_route=\/wp\/v2\/posts\/4574\/revisions"}],"wp:attachment":[{"href":"https:\/\/i-kiin.net\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=4574"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/i-kiin.net\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=4574"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/i-kiin.net\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=4574"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}