3United States Department of the Treasury,http://www.ustreas.gov/.
4Bing-Huei Lin "Fitting the term structure of interest rates for Taiwan Residents government bonds'Journal Multinational Financial Management 9(1999)331-352.
5Ho, Thomas S.Y. and Sang-Bin Lee 1986,"Term Structure Movements and Pricing Interest Rate Contingent Claims", Journal of Finance 41,1001-1029.