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FCN (Fixed Coupon Note) 分析

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(FCN Annualized Return)

Stock Price

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KO Probability

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Delivery Probability

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Full Coupon Probability

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Potential Upside

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Potential Downside

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5th Percentile Return

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Average Return of Worst 5%

Probability

KO Date Distribution

Probability

KI Event Distribution (Delivery Paths)

Probability

Payoff Distribution

Probability

Delivery Price Distribution

Outcome Map

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Potential Upside

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Potential Downside

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5th Percentile Return

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Average Return of Worst 5%

Total Return

Simulated Price

Monte Carlo Simulation

Monte Carlo Methodology

Layer 1: Mission

Layer 2: Inputs

Layer 3: Engine

Layer 4: Settlement

Mean Path 95% CI Strike KO Barrier KI Barrier