r=0.017506;
%无风险利率
T=12;
%输入月数
STD=651970996.06;
%短期债务
LTD=298564177.56;
%长期债务
DP=STD+0.57*LTD;
%计算违约点
X=DP;
%债务的市场价值，可以修改
PriceTheta=0.180702351;
%theta:volatility
%Price Theta:volatility of stock value
EquityTheta=PriceTheta*sqrt(1);
%EquityTheta=volatility of Theta value
E=5786128328;
[Va,AssetTheta]=KMVOptSearch(E,X,r,T,EquityTheta);
%AssetTheta:volatility of asset
%E:Equit maket value
%Va:Value of asset
%to compute the Va and AssetTheta
DD=(Va-DP)/(Va*AssetTheta);
%计算违约距离
EDF=normcdf(-DD);
%计算违约率
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