各位，大家好．

我在计算Binomial Interest Rate Tree中遇到一个问题

3-year 4.7% on-the-run Issue（option-free）

N_HH(97.846, 4.7, 7.0053%)

N_H(97.823, 4.7, 5.4289%)

N_HL(99.021, 4.7, 5.7354%)

N(100, 3.5%)

N_L(99.777, 4.7, 4.4448%)

N_LL(100.004, 4.7, 4.6958%)

括号中数字代表(bond的价值,0f1,1f1,2f1.....以此类推)

可怎么才能根据coupon rate, one year forward rate算出bond在不同节点的价值如97.823, 99.777

不甚感谢．