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To overcome the problem of limited market data on forward credit spread quotes, and to increase the accuracy in estimation, we propose a multinomial tree model in this paper and apply it on both European and Bermudan CDSwaptions.

相较过去文献上建构多元树必须配适标的资产对数报酬率之分配的多阶动差,本文建构多元树的方法仅需配适较少的动差,即可建构出任意分枝个数的多元树模型。

Stems erect or suberect, taller, unbranched or few branched; leaves more than 10 mm, simple to pinnatisect.

茎直立或近直立,更高,不分枝的或很少分枝;叶超过10毫米,对羽状全裂单。

The main results were showed as follows:Through screen and identification of morphology in M_2 and M_3, respectively, the mutants with mutative traits of plant were found. In which, 11 mutations were leaf variations, including light-green leaf, deep-green leaf, durative yellowish leaf, temporary yellowish leaf, inlaid yellowish leaf, wrinkly leaf, smooth-edged curly leaf, splitting-shaped curly leaf, peduncular-shaped leaf, round leaf and larger leaf, 12 were mutations on plant type, including excessive branches, lacking branches, highness, dwarf-like, erect posture, reclinate posture, strong stalk, slender stalk, tufty branches, wrinkled plant, purple stalk and hair-covered plant, 14 were flower variations, including dense flowers, light-yellow petals, white petals, white-mosaic petals, wrinkled petales, back-rolled petals, narrow petals, larger petals, smaller petals, apetalous flowers, variable-numbered petals, fertile pistil protraction, sterile pistil protraction and multi-anther, and 5 were physiologic mutants, including genic male sterile, cytoplasmic male sterile, bud-dead, and early and later bloom.

主要结果如下:通过田间M_2筛选和M_3重复鉴定,在田间农艺性状方面共获得浅绿叶色、深绿叶色、转绿黄化叶、持续黄化叶、边缘黄化叶、皱缩叶、光叶型卷叶、裂叶型卷叶、薹叶形叶、宽圆叶和大叶等11种不同的叶部性状突变体;同时还筛选到多分枝、少分枝、高杆、矮杆、株型紧凑、株型松散、粗茎、细茎、丛生分枝、整株皱缩、紫茎、整株被毛等12种植株性状突变体,密花、浅色花瓣、白色花瓣、白斑花瓣、皱瓣、卷瓣、窄瓣、大瓣、小瓣、无瓣、花瓣数目不定、可育型柱头外露、不育型柱头外露和多雄蕊等14种花器性状突变体,以及细胞核雄性不育、细胞质雄性不育、死蕾、早花和迟花等5种生理性状突变体。

Stem scapoid, unbranched or few branched, with few leaves or leafless.

茎花葶状,不分枝的或很少分枝,具很少叶或无叶。

Leaves opposite or rarely alternate, subequal in size; stipules lanceolate, 7-10 mm; petiole 1.5-6(-10) cm, densely pubescent; leaf blade dark green or black when dry, oblate to 5-angled or oblate to orbicular-ovate, often ovate in upper stems, 8-12(-18)× 7-14(-22) cm, papery, secondary veins 2 pairs along midvein, abaxial surface densely pubescent along veins and veinlets, adaxial surface roughish, densely strigose, base truncate, subcordate, or broadly cuneate, margin coarsely 8-12-dentate, teeth gradually larger distally, often biserrate apically, apex 3-cusped or lobed, tip serrulate. Glomerules on axillary spikelike flowering branches, male branches often branched, 8-17 cm; female spikes distal, unbranched or branched, 5.5-24 cm.

叶对生或很少互生,大小近等;托叶披针形,7-10毫米;叶柄1.5-6(-10)厘米,密被短柔毛;叶片深绿色或黑色的干燥时,扁球形到具5个角或扁球形的到圆形卵形的,通常在上面茎内卵形的, 8-12(-18)* 7-14(-22)厘米,纸质,次脉2 对沿中脉,背面密被短柔毛的沿脉和细脉,正面微糙,密被糙伏毛,基部截形,近心形,或宽楔形,团伞花序在腋生的穗状的花枝,雄性分枝通常分枝,8-17厘米的;雌性穗状花序上部,不分枝或分枝,-24 厘米。

Stems single or numerous, basally unbranched or few branched, 16-55 cm, densely retrorse puberulent at apex, sparsely puberulent or glabrate basally.

基部,茎单一或多数不分枝或很少分枝,厘米,浓密反折被微柔毛在先端,基部脱毛的疏生微柔毛或。

Inflorescences often multibranched, rarely racemose, solitary and axillary or several fascicled near branch apices, nearly as long as leaves or longer, main rachis and branches ± hairy.

通常多分枝的花序,很少总状,单生和或腋生或数个在近分枝顶处簇生,与叶近等长或稍长,主轴和分枝多少具毛。

Male flowers in racemose cymes, few branched; leaf blade ovate or oblong.

在总状的聚伞花序,很少分枝里的雄花;叶片卵形或长圆形。

Tendrils usually 2- or 3-furcate, rarely racemosely branched.

通常分叉2或3的卷须,很少总状分枝分枝。

Inflorescence branching or unbranched, branches bearing terminal umbels; bracts usually absent; rays 4–40, unequal, erect to ascending in flower, spreading widely and lengthening in fruit; bracteoles 1–4, linear-lanceolate, unequal; umbellules very few flowered, 2–3(–5)-flowered; pedicels extremely unequal.

花序分枝或者不分枝,分枝生顶生伞形花序;苞片通常无;伞辐4-40,不等长,直立到上升的在花中,平展的宽和变长的在果期;小苞片1-4,线状披针形,不相等;小伞形花序的非常少的花,2-3(-5)花;花梗极其不相等。

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