-
公开(公告)号:JPH10161992A
公开(公告)日:1998-06-19
申请号:JP31618596
申请日:1996-11-27
Applicant: IBM JAPAN
Inventor: NINOMIYA SHOICHI , KUMADA KIYOSHI
Abstract: PROBLEM TO BE SOLVED: To enable a simulation that satisfys indeterminate conditions by calculating simulation of short rate discrete approximation from shifted simulation. SOLUTION: dy(t)=-ay(t)dt+δdz(t) and y(0)=0 are discretely approximated to calculate N pieces of simulations y1 ...yN, which are stored in a (y) storage means 36. Values stored in a R storage means stored with an actual spot rate and the (y) storage means 36 are used to calculate shift values δ0 ...αM for shifting N simulations yi (0)...yi (MΔt) without any contradiction to an initial interest curve represented with the actual spot rate, and they are stored in an α storage means 44. Then the N simulations yi (0)...yi (MΔt) are shifted by the shift values α0 ...αM to calculate simulations r1 ...rM of discrete approximation of short rate r(t), and they are stored in an (r) storage means 46.
-
公开(公告)号:JPH10164349A
公开(公告)日:1998-06-19
申请号:JP31610596
申请日:1996-11-27
Applicant: IBM JAPAN
Inventor: NINOMIYA SHOICHI , MORIMOTO NORISHIGE , TEZUKA TSUDOI
Abstract: PROBLEM TO BE SOLVED: To provide high durability against elimination or change of hidden message information by hiding medium information into message information in a frequency space and to keep hidden message information effectively even when signal processing using a frequency filter is executed. SOLUTION: In order to hide message information (m) in medium information M, these information are frequency-converted to obtain those frequency spectra f1 , f2 . Then an area including a characteristic frequency component denoting a characteristic of the message information (m) in a real space is extracted from the frequency spectrum f2 of the message information (m) as a basic area B. Regarding the basic area B, n-sets of copies are generated and n-sets of the copies are arranged dispersedly in the frequency space and the other frequency components are set to zero to generate a frequency spectrum f3 as intermediate information. Finally the frequency spectrum f3 and the frequency spectrum f1 are added and the result is frequency-converted inversely to hide the message information (m) into the medium information M.
-