《群艺KYIC软件实用学习教程》
软件与微电子学院0910学年第二学期本科课程参考教材
网络协议与组网技术
1、《计算机网络（第四版）》，Andrew S. Tanenbaum著，潘爱民译,清华大学出版社，2004
2、思科网络技术学院教程，CCNA 1，网络基础，人民邮电出版社，2008
3、思科网络技术学院教程，CCNA 2，路由器与路由基础，人民邮电出版社，2008
面向服务架构SOA
1．《面向服务的计算：原理与应用》，喻坚等主编，清华大学出版社，2006
2．《Understanding SOA with Web Services 中文版》，Eric Newcomer等著，徐涵等译，电子工业出版社，2006
企业信息系统
1、《ERP原理、设计、实施（第三版）》，罗鸿编著，电子工业出版社
软件与微电子学院0910学年第二学期本科课程参考教材
课程名称
开课年级
参考教材
日语
09级本科
新版《标准日本语》初级上、下册
数字逻辑
08级本科
《数字电路与数字电子技术》岳怡编，西工大出版社
计算方法
08级本科
《计算方法》，聂玉峰 王振海主编，西北工业大学出版社
信号与系统
08级本科
《信号与系统（第三版）》段哲民等编，电子工业出版社，2008年
（2）Richard J. Roiger, Michael W. Geatz, Data Mining–A Tutorial-Based Primer,数据挖掘基础教程，清华大学出版社，2003.
（3）Michael J.ABerry, Gordon S. Linoff, Data Mining Techniques for Marketing, Sales, and Customer Relationship Management (Second Edition),数据挖掘技术，市场营销，销售与客户关系管理领域应用。机械工业出版社，2006.7.1
2024版JMAG培训指导教程
添加边界条件和激励
根据实际工况，为电机模型添 加合适的边界条件和激励，如 电压、电流、转速等。
确定电机类型和规格
根据实际需求选择合适的电机 类型和规格，如直流电机、交 流电机、步进电机等。
设置材料属性
为电机各部件设置相应的材料 属性，如导磁率、电导率、密 度等。
进行仿真分析
设置仿真参数，运行仿真分析， 得到电机的电磁场分布、转矩 特性、效率等性能指标。
提供丰富的模型编辑功能，如布尔运 算、倒角、抽壳等，方便用户对模型 进行精确调整。
材料属性设置与调整技巧
材料库
提供丰富的材料库，包含各种常用材料的电磁特性参数，用户可以直接从材料库中选择合适 的材料进行赋值。
自定义材料
支持用户自定义材料属性，用户可以根据实际需求设置材料的电磁特性参数。
材料属性调整
未来发展趋势预测
JMAG软件将不断更新迭代，加入更 多新的功能和模块，以满足用户不断 增长的需求。
随着计算机技术的不断发展，电磁场 仿真分析的效率和精度将不断提高， 为解决实际工程问题提供更强大的支 持。
电磁场仿真分析将在更多领域得到应 用，如新能源、智能制造、生物医学 等。
人工智能和机器学习等技术在电磁场 仿真分析中的应用将逐渐增多，为自 动化和智能化分析提供新的可能性。
05
优化设计策略与技巧分享
Chapter
参数化建模方法介绍
参数化建模概念
通过设定和调整模型参数 来快速生成和分析不同设 计方案的方法。
参数设置与调整
根据设计需求，合理设置 模型参数，如尺寸、材料 等，并通过调整参数值来 优化设计方案。
参数化建模优势
提高设计效率，减少重复 劳动，便于方案对比和优 化。
isscc tutorial short course
isscc tutorial short course
ISSCC Tutorial Short Course是ISSCC（国际固态电路会议）提供的一种教程课程，旨在为与会者提供有关尖端IC设计和应用的最新知识和技术。
课程主题包括Transformer、DC-DC、PLL、Transceiver、Wireline等。
ISSCC是展示片上系统（SoC）和固态电路最新进展的重要途径，通常每年2月在美国举行，是世界学术界和企业界公认的集成电路设计领域最高级别会议，被认为是集成电路设计领域的“世界奥林匹克大会”。
参加ISSCC Tutorial Short Course可以让你获得最新的技术知识和见解，与行业专家和同行建立联系，并了解最新的技术趋势和发展方向。
如果你对ISSCC Tutorial Short Course感兴趣，可以关注其官方网站或社交媒体账号，以获取最新的课程信息和报名方式。
recent initiaatives by the basel-based r_qt0806
BIS Quarterly ReviewJune 2008 International banking and financial market developmentsBIS Quarterly ReviewMonetary and Economic DepartmentEditorial Committee:Claudio Borio Frank Packer Paul Van den BerghWhite Már Gudmundsson Eli Remolona William Robert McCauley Philip TurnerGeneral queries concerning this commentary should be addressed to Frank Packer(tel +41 61 280 8449, e-mail: frank.packer@), queries concerning specific parts to theauthors, whose details appear at the head of each section, and queries concerning the statisticsto Philippe Mesny (tel +41 61 280 8425, e-mail: philippe.mesny@).Requests for copies of publications, or for additions/changes to the mailing list, should be sent to:Bank for International SettlementsPress & CommunicationsCH-4002 Basel, SwitzerlandE-mail: publications@Fax: +41 61 280 9100 and +41 61 280 8100This publication is available on the BIS website ().©Bank for International Settlements 2008. All rights reserved. Brief excerpts may be reproduced or translated provided the source is cited.ISSN 1683-0121 (print)ISSN 1683-013X (online)BIS Quarterly ReviewJune 2008International banking and financial market developmentsOverview : a cautious return of risk tolerance (1)Credit market turmoil gives way to fragile recovery (1)Box: Estimating valuation losses on subprime MBS with theABX HE index – some potential pitfalls (6)Bond yields recover as markets stabilise (8)A turning point for equity prices? (11)Emerging market investors discount growth risks (12)Tensions in interbank markets remain high (13)Highlights of international banking and financial market activity (17)The international banking market (17)The international debt securities market (23)Derivatives markets (24)Box: An update on local currency debt securities marketsin emerging market economies (28)Special featuresInternational banking activity amidst the turmoil (31)Patrick McGuire and Goetz von PeterThe build-up of international bank balance sheets (32)Developments in the second half of 2007 (36)Bilateral exposures of national banking systems (39)Concluding remarks (42)Managing international reserves: how does diversification affect financial costs? 45 Srichander RamaswamyFramework of the analysis (46)Risk-return trade-offs (48)Financial cost of acquiring reserves through FX intervention (49)Box: Methodology for computing estimates of financial cost (51)Central bank objectives and FX reserve allocation (53)Conclusions (54)Credit derivatives and structured credit: the nascent markets of Asiaand the Pacific (57)Eli M Remolona and Ilhyock ShimCredit default swaps (58)Traded CDS indices (60)Collaterised debt obligations (61)How the region’s markets have fared in the global turmoil (63)Conclusion (65)Asian banks and the international interbank market (67)Robert N McCauley and Jens ZukunftAsian banks’ international interbank liquidity: where do we stand? (68)Foreign banks and the local funding gap (73)Box: The Asian financial crisis: international liquidity lessons (76)Conclusions (78)BIS Quarterly Review, June 2008 iiiRecent initiatives by Basel-based committees and groupsBasel Committee on Banking Supervision (81)Joint Forum (84)Financial Stability Forum (87)Statistical Annex ........................................................................................ A1 Special features in the BIS Quarterly Review ................................ B1 List of recent BIS publications .............................................................. B2Notations used in this Reviewe estimatedlhs, rhs left-hand scale, right-hand scalemillionbillion thousand… notavailableapplicable. not– nil0 negligible$ US dollar unless specified otherwiseDifferences in totals are due to rounding.iv BIS Quarterly Review, June 2008BIS Quarterly Review, June 20081Ingo Fender +41 61 280 8415ingo.fender@Peter Hördahl+41 61 280 8434peter.hoerdahl@Overview: a cautious return of risk toleranceFollowing deepening turmoil and rising concerns about systemic risks in the first two weeks of March, financial markets witnessed a cautious return of investor risk tolerance over the remainder of the period to end-May 2008. The process of disorderly deleveraging which had started in 2007 intensified from end-February, with asset markets becoming increasingly illiquid and valuations plunging to levels implying severe stress. However, markets subsequently rebounded in the wake of repeated central bank action and the Federal Reserve-facilitated takeover of a large US investment bank. In sharp contrast to these favourable developments, interbank money markets failed to recover, as liquidity demand remained elevated.Mid-March was a turning point for many asset classes. Amid signs of short covering, credit spreads rallied back to their mid-January values before fluctuating around these levels throughout May. Market liquidity improved, allowing for better price differentiation across instruments. The stabilisation of financial markets and the emergence of a somewhat less pessimistic economic outlook also contributed to a turnaround in equity markets. In this environment, government bond yields bottomed out and subsequently rose considerably. A reduction in the demand for safe government securities contributed to this, as did growing perceptions among investors that the impact from the financial turmoil on real economic activity might turn out to be less severe than had been anticipated. Emerging market assets, in turn, performed broadly in line with assets in the industrialised economies, as the balance of risk shifted from concerns about economic growth to those about inflation.Credit market turmoil gives way to fragile recoveryFollowing two weeks of increasingly unstable conditions in early March, credit markets were buoyed by a cautious return of risk tolerance, with spreads recovering from the very wide levels reached during the first quarter of 2008. Sentiment turned in mid-March, following repeated interventions by the Federal Reserve to improve market functioning and to help avert the collapse of a major US investment bank. As these actions alleviated earlier concerns about risks to the financial system, previously dysfunctional markets resumed trading and prices rallied across a variety of risky assets.2BIS Quarterly Review, June 2008Between end-February and end-May, the US five-year CDX high-yield index spread tightened by about 144 basis points to 573, while corresponding investment grade spreads fell by 63 basis points to 102. European and Japanese spreads broadly mirrored the performance of the major US indices, declining by between 25 and 153 basis points overall. Between 10 and 17 March, all five major indices had been pushed out to or near the widest levels seen since their inception. They then rallied back and seemed to stabilise around their mid-January values, remaining significantly above the levels prevailing before the start of the market turmoil in mid-2007 (Graph 1).business lines, tightening repo haircuts caused a number of hedge funds and other leveraged investors to unwind existing positions. As a result, concerns underlying exposures are almost entirely protected by federal guarantees, as summer of 2007 (Graph 3, right-hand panel).BIS Quarterly Review, June 20083Fears about collapsing financial markets reached a peak in the week March, triggering repeated policy actions by the US authorities. investment grade credit default swap (CDS) indices underperforming lower-quality benchmarks (Graph 4, left-hand and centre panels). Spreads were temporarily arrested when, on 11 March, the Federal Reserve announced an expansion of its securities lending activities targeting the large US dealer banks (see section on money markets and Table 1 below). European CDS indices tightened by more than 10 basis points on the news, while the two key basis points down, respectively (Graph 1). allowing it to make secured advance payments to the troubled investment These developments appeared to herald a turning point in the market, funds target down to 2.25%. Earnings announcements by major investment banks on 18 and 19 March that were better than anticipated provided further support, with investors increasingly adopting the view that various central bank initiatives aimed at reliquifying previously dysfunctional markets were gradually gaining traction. Consistent with perceptions of a considerable reduction in systemic risk, spreads, and particularly those for financial sector and other investment grade firms, tightened from the peaks reached in early March(Graph 4). Movements were partially driven by the unwinding of speculative short positions, as suggested by changes in pricing differentials across products with similar exposures, according to the ease with which such positions can be opened or closed. For example, spreads on CDS contracts referencing the major credit indices moved more strongly than those on the same indices’ constituent names (Graph 1, centre and right-hand panels). Similarly, CDS markets outperformed those for comparable cash bonds, as market participants adjusted their synthetic trades.risks (Graph 1, centre and right-hand panels). Similarly, implied volatilities from CDS index options eased into the second quarter, indicating a somewhat reduced uncertainty about shorter-run credit spread movements (Graph 3, centre and right-hand panels).losses based on ABX prices (see box). This was despite the lack of a recovery for the index series with lower original ratings, whose prices continued to4 BIS Quarterly Review, June 2008BIS Quarterly Review, June 20085suggest expectations of complete writedowns of all underlying bonds by mid-2009 (Graph 2, centre panel). At these low levels, and with none of the ABX indices having experienced any principal writedowns so far, investors appeared to be pricing in the possibility of legislation writing down mortgage principal. Against this background, issuance of private-label mortgage-backed securities remained depressed, with volume growth coming mainly from US agency-Supported by optimism about banks’ recapitalisation efforts, spreads pace of capital replenishment. Following news of a rights issue on 31 March, CDS spreads referencing debt issued by Lehman Brothers tightened. UBS announced large first quarter losses and a fully underwritten capital increase on 1 April, and other institutions followed over the rest of the month. Globally, banks managed to raise more than $100 billion of new capital in April alone, stemming the deterioration in capital ratios. Financial CDS spreads, the monoline segment excluded, outperformed corresponding equity prices in the process (Graph 4, right-hand panel), reflecting diminishing concerns about imminent financial sector risk as well as the dilutory effects of equity financing. Markets retraced some of these gains in early May, partially driven by strong supply flows from corporate issuers that included, at $9 billion, the largest US dollar deal by a non-US borrower in seven years. Volumes were dominated by6 BIS Quarterly Review, June 2008Pitfalls in using the ABX. Estimated mark to market losses and actual writedowns made by banks and other investors can differ for a variety of reasons. Analysts, depending on their objective, thus have to be mindful of potential sources of bias. At least three such sources can be identified, of which two are specific to the ABX index:•Accounting treatment. Subprime MBS are held by a variety of investors and for different purposes. While large amounts of outstanding subprime MBS are known to reside inbanks’ trading books, banks and other investors may also hold these securities tomaturity. This can result in different accounting treatments, which would tend to deflateactual writedowns and impairment charges relative to estimates of mark to market losseson the basis of market indices, such as the ABX. The size of this effect, however, isdifficult to determine. Further complexities are added once securities cease to be tradedin active markets, implying the use of valuation techniques, which may differ acrossinvestors, in establishing fair value.5•Market coverage. ABX prices may not be representative of the total subprime universe, due to limited index coverage of the overall market. Original balance across all four serieshas averaged about $31 billion. This compares to average monthly MBS issuance ofsome $36 billion over the 10 quarters up to mid-2007, ie almost a month’s worth ofsubprime MBS supply per index series. Similarly, with 2004–07 vintage subprime MBSvolumes estimated at around $600 billion in outstanding amounts, each series representssome 5% of the overall universe on average. At the same time, ABX deal composition isknown to be quite similar in terms of collateral attributes (such as FICO scores and loan-to-value ratios) to the overall market (by vintage).6 Therefore, despite somewhat limitedcoverage, this particular source of bias may not be large.•Deal-level coverage. Similarly, ABX prices may not be representative because each index series covers only part of the capital structure of the 20 deals included in the index(see Graph A, right-hand panel, for an illustration).7 In particular, tranches referenced bythe AAA indices are not the most senior pieces in the capital structure, but those with thelongest duration (expected average life) – the so-called “last cash flow bonds”. Theseclaims will receive any cash flow allocations sequentially after all other AAA trancheshave been paid; and tend to switch to pro rata pay only when the highest mezzaninebond has been written down. It follows that AAA ABX index prices are going to reflectdurations that are longer, and effective subordinations that are lower, than those of theremaining AAA subprime MBS universe. As a result, using newly available data for MBStranches with shorter durations, the $119 billion of losses implied by the ABX AAA indicesas of end-May would be some 62% larger than those implied under more realisticassumptions.8_________________________________1 See, for example, International Monetary Fund, Global Financial Stability Report, April 2008, pp 46–52, and Box 1 in Bank of England, Financial Stability Report, April 2008.2 Supplementary indices, called ABX HE PENAAA, were introduced in May 2008 to provide additional pricing information for all four existing vintages.3 An alternative approach, likely to lead to very different results, would estimate future default-related cash flow shortfalls on the basis of deal-level or aggregate data for subprime securities. To obtain these estimates, such methodologies rely on information about collateral performance and require the analyst to make assumptions about structural relationships and model parameters. Typical subprime loss projections, for example, use delinquency data and assumptions about factors such as delinquency-to-default transitions, default timing, and losses-given-default. See Box 1 in the Overview section of the December 2007 BIS Quarterly Review for an example on the basis of an approach devised by UBS. 4Mark to market losses (relative to par) are calculated assuming that unrated tranches are written down completely; ABX prices for the BBB– indices are used to mark BB collateral; rated tranches from the 2004 vintage are assumed unimpaired; outstanding amounts remain static.5 For details, see Global Public Policy Committee, Determining fair value of financial instruments under IFRS in current market conditions, December 2007.6 See, for example, UBS, Mortgage Strategist, 17 October 2006. 7 Incomplete coverage at the deal level further reduces effective market coverage: typical subprime MBS structures have some 15 tranches per deal, of which only five were originally included in the ABX indices. As a result, each series references less than 15% of the underlying deal volume at issuance.8 Duration effects at the AAA level are bound to be significant for overall loss estimates as the AAA classes account for the lion’s share of MBS capital structures. Using prices for the newly instituted PENAAA indices, which reference “second to last” AAA bonds, to calculate AAA mark to market losses generates an estimate of $73 billion. This, in turn, translates into an overall valuation loss of $205 billion (ie some 18% below the unadjusted estimate of $250 billion).capitalisation had recovered, while remaining weaker than before the crisis. At the same time, still-elevated implied volatilities suggested ongoing investor uncertainty over the future trajectory of credit markets. With the credit cycle continuing to deteriorate and related losses on exposures outside the residential mortgage sector looming, it was thus unclear whether liquidity supply and risk tolerance had recovered to an extent that would help maintain this improved environment on a sustained basis.Bond yields recover as markets stabiliseFrom its low point on 17 March, the 10-year US Treasury bond yield rose by 75 basis points to reach 4.05% at the end of May. During this period, 10-year yields in the euro area and Japan climbed by around 70 and 50 basis points, respectively, to 4.40% and 1.75% (Graph 5, left-hand panel). In US and euro area bond markets, the increase in yields was particularly pronounced for short maturities, with two-year yields rising by 130 basis points in the United States and by almost 120 basis points in the euro area (Graph 5, centre panel). Two-year yields went up in Japan too, but by a more modest 35 basis points. In addition to reduced safe haven demand for government securities, the rise in short-term yields reflected a reassessment among investors of the need for monetary easing, following the stabilisation of financial markets.In the first two weeks of March, as the financial turmoil deepened and forward rates dropping (Graph 6, right-hand panel). While flight to safety and other effects relating to the volatility in financial markets may have influenced consistent with the observed fall at the short end of the forward break-evencurve. At the same time, these same concerns led investors to increasinglyexpect the Federal Reserve to maintain a more accommodative policy stancethan normal in an effort to contain the fallout on economic growth. Insofar asthis was seen as likely to lead to higher prices down the road, it could explainthe rise in distant forward break-even rates at the time.As the situation in financial markets stabilised after the rescue of BearStearns in mid-March, and perceptions of the economic outlook improvedsomewhat, the US forward break-even curve shifted in the opposite directionand flattened considerably. To a large extent, this shift in the forward curve islikely to have reflected a reversal of the same influences that had been at playin the first two weeks of March: the dampening effect on prices coming from theturmoil was perceived to be weaker after mid-March, while the Federal Reservewas seen to be less likely to deliver further sharp rate cuts. Moreover, upwardprice pressures appeared to intensify in the short to medium term, with foodprices rising continuously and oil prices reaching new all-time highs during thisperiod (Graph 5, right-hand panel), pushing near-term forward break-evenrates further upwards.real yields reflected a combination of expectations of higher average realinterest rates in coming years and a reversal of flight to safety pressures. Theformer component, in turn, was due to perceptions among investors that thereal economic fallout from the financial turmoil was likely to be less severe thanhad previously been anticipated. This was despite indications of deterioratingconsumer confidence amid tighter bank lending standards and continuedweakness in US housing markets. The revival in investor confidence seemedinstead to follow from the stabilisation in markets and from a number ofrelatively upbeat macroeconomic announcements. These included better thangovernment securities.In line with perceptions that the stabilisation of markets had reduced therisks to economic growth somewhat, prices of short-term interest rateindicating expectations of a period of stable rates, followed by rising rates inthe first half of 2009 (Graph 7, left-hand panel). In the euro area, EONIA swapprices at the beginning of March had signalled expectations of sizeable ECBrate cuts, but by end-May prices had shifted to reflect expectations of graduallyincreasing policy rates (Graph 7, centre panel). Meanwhile in Japan,expectations of mildly falling policy rates in March had by May been revised toindicate rising rates (Graph 7, right-hand panel).A turning point for equity prices?to end-2007 levels, gained almost 10% between 17 March and end-May. Equity markets in Europe and Japan, which had seen losses in excess of 20% between the turn of the year and 17 March, subsequently also displayed a strong recovery, with the EURO STOXX gaining 11% and the Nikkei 225 rising Reflecting the improved situation in financial markets during this period, by almost 20% and 34%, respectively. These gains occurred despiteannouncements by several banks of record losses during the first quarter amidcontinued credit-related write-offs. Investors obviously took solace from the factthat losses – although big – were no worse than expected, and that a numberof banks had been successful in their recapitalisation efforts (see credit marketsection above).surprises remained well above that of negative surprises, provided somesupport for equity prices. In addition, as fears failed to materialise that economic growth might slow dramatically in the first few months of the year,investors increasingly began to see equity valuations as attractive following thesharp price declines in late 2007 and early 2008. markets recovered after a sharp dip in March (Graph 8, right-hand panel).Emerging market investors discount growth risksequities fell up to mid-March, before rebounding in the wake of the change inmarket sentiment following the Bear Stearns rescue in the United States.Between end-February and end-May, the MSCI emerging market indexgained about 4% in local currency terms, and was up more than 14% from thelows established in mid-March. Latin American markets, which had seen ahigh trading volumes in commodity derivatives (see the Highlights section inthis issue) and speculative demand as a source of part of that strength, otherspointed to low supply elasticities and expectations of sustained rates ofindustrialisation throughout the emerging markets. With the region being amajor net commodities importer and natural disaster contributing to weakerequity prices in China, Asian markets were broadly flat over the period.Emerging Europe, in turn, remained exposed to the risk of a reversal in privatecapital flows, owing to large current account deficits and associated financingneeds in a number of countries. Nevertheless, strong gains in Russia and thebetter than expected growth performance of major European economies in thefirst quarter seemed to aid equity markets in May.Emerging market credit spreads, as measured by the EMBIG index,accounting for most of the spread tightening, the EMBIG remained almost flatin return terms, gaining about 1.1% between end-February and end-May(Graph 9, left-hand panel). Large stocks of foreign reserves and favourablemacroeconomic performance in key emerging market economies continued toprovide support, aiding the market recovery. Spread dispersion remained high,pointing to ongoing price differentiation according to credit quality (Graph 10,centre panel). At the same time, with inflation running well above target in anumber of major emerging market economies, policy credibility appeared tobecome more of a concern, putting pressure on local bond markets. Risinginflation expectations, combined with increasing US Treasury yields andrelatively resilient markets during the earlier stages of the recent marketturmoil, may thus have contributed to a somewhat more muted performancefrom emerging market bonds relative to other asset markets over the periodsince mid-March.Tensions in interbank markets remain highas high at the end of May as three months earlier, across most horizons and inall three major markets (Graph 10). This appeared to imply expectations thatinterbank strains were likely to remain severe well into the future.After a relatively smooth turn of the year, interbank market tensions hadappeared to ease somewhat until early March 2008, and Libor-OIS spreadshad shown some signs of stabilising. However, as the financial turmoilsuddenly deepened in the second week of March, following an acceleration inmargin calls and rapid unwinding of trades (see the credit section above),interbank market pressures quickly increased. With market rumoursproliferating about imminent liquidity problems in one or more large investmentbanks, banks became increasingly wary of lending to others. At the same time,their own demand for funds jumped as they sought to avoid being perceived ashaving a shortage of liquidity.Selected central bank liquidity measures during the period under review7 March The Federal Reserve increases the size of its Term Auction Facility (TAF) to $100 billion andextends the maturity of its repos to up to one month.11 March The Federal Reserve introduces the Term Securities Lending Facility (TSLF), which allowsprimary dealers to borrow up to $200 billion of Treasury securities against collateral. Theexisting dollar swap arrangements between the Federal Reserve and the ECB and the SNB areincreased from a total of $24 billion to $36 billion.16 March The Federal Reserve introduces the Primary Dealer Credit Facility (PDCF), which providesovernight funding for primary dealers in exchange for collateral. The Federal Reserve alsolowers the spread between the discount rate and the federal funds rate from 50 to 25 basispoints, and lengthens the maximum maturity from 30 to 90 days.28 March The ECB announces that the maturity of its longer-term refinancing operations (LTROs) wouldbe extended from up to three months to a maximum of six months.21 April The Bank of England introduces the Special Liquidity Scheme, under which banks can swapilliquid assets for Treasury bills.2 May The Federal Reserve boosts the size of its TAF programme to $150 billion, and announces abroadening of the collateral eligible for the TSLF auctions. The dollar swap arrangements withthe ECB and the SNB are increased further, from $36 billion to $62 billion.Source: Central bank press releases. Table 1The near collapse and subsequent takeover of Bear Stearns onMarch highlighted the risks that banks face in such situations. On the would not be allowed to fail, and this helped restore order in other markets. On the other hand, the speed with which Bear Stearns’ access to market liquidity had collapsed underscored the vulnerability of other banks in this regard, which kept Libor-OIS spreads high even as CDS spreads on banks and brokerages Throughout the period, central banks maintained and even stepped up activity from central banks seemed to have limited immediate impact oninterbank rates. To some extent, this may have reflected the fact that while thesums involved in central bank liquidity schemes were large in absolute terms,they were still rather limited compared to banks’ assessment of their overallliquidity needs against the background of a sharp decline in traditional sourcesof funding. One significant source of short-term funding for banks in the pasthas been money market mutual funds. Such funds have seen substantialinflows since the outbreak of the financial turmoil (Graph 11, left-hand panel),reflecting a noticeable reduction in investors’ appetite for risk. However, thisloss of risk appetite also resulted in money market funds shifting theirinvestments increasingly into treasury bills and other safe short-term securities,hence depriving banks of a key funding source (Graph 11, centre panel). Thissuggests that determining how persistent the interbank tensions will be maydepend significantly, among other things, on how long the risk appetite ofmoney market fund managers, and investors more broadly, will continue to bedepressed.。
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PolyWorks Software Shanghai Co.LtdRoom B&C, 8th Floor, HUAMIN EMPIRE PLAZA, NO.728, Yan'an Road(W),Shanghai, PRC上海市长宁区延安西路728号华敏翰尊国际大厦8楼B、C座（邮编：200050）Tell: +86 21 6226 1617Fax: +86 21 5283 2153PolyWorks V12.1软件培训指南PolyWorks软件安装Win 7安装请注意：需要更改“控制面板”中的“用户账户控制设置”设置才能安装。
步骤如下：控制面板”导入许可证第一次运行PolyWorks 软件时，会自动弹出“许可证管理”的对话框。
单击“Add License Keys ”把许可证檔添加进去即可。
软件使用期限该许可证可使用的模块工作管理器的一些常用设置更改语言单击菜单栏里的“选项”按钮选择“Display”页面在Language里面选择语言。
Tips:如果选择中文的话，请安装Arial Unicode字体，这样就不会在软件里面出现乱码的问题。
更改完语言，一定要重起软件才能生效。
启动插件选择“插件”页面，把要使用的硬件插件名称“打勾”工作管理器主界面模块介绍模块图标向导窗口工作区目录树检测基本流程导入数模输入CAD模型或三角化模型作为理论数据获取实测数据可以通过导入点云或三角化模型作为实测数据，也可通过硬件的插件实时采集数据建立坐标系将实测数据和理论数据进行对齐解析数据通过彩图比较，断面线，量规，比较点等方法分析数据输出报告生成一个自动格式化报告，如有需要，还可自定义报告模板检测模块硬探测点击工作管理器里模块图标中的“检测模块”PolyWorks检测模块主接口导入数模在主对象菜单栏中点击“输入”点击“输入CAD模型”导入过程中，会弹出一个缀补公差的对话框，一般按默认的“0.01”设置就可以了。
2024年OtoStudio软件培训教程-(含多场合)
OtoStudio软件培训教程-(含多场合)OtoStudio软件培训教程一、引言OtoStudio是一款功能强大的音频编辑软件，广泛应用于音乐制作、声音设计、广播制作等领域。
本教程旨在帮助用户了解OtoStudio的基本操作，掌握音频编辑技巧，提高工作效率。
通过本教程的学习，您将能够熟练使用OtoStudio进行音频剪辑、混音、效果处理等操作。
二、OtoStudio软件概述1.软件界面OtoStudio软件界面主要包括菜单栏、工具栏、音频轨道、时间线、播放控制栏等部分。
菜单栏包含文件、编辑、视图、轨道、效果、窗口等菜单选项，通过菜单栏可以完成大部分操作。
工具栏提供了常用的编辑工具，如剪切、复制、粘贴、删除等。
音频轨道用于显示和编辑音频文件，时间线用于显示音频文件的时长和播放位置，播放控制栏用于控制音频文件的播放、停止、暂停等操作。
2.功能特点（1）多轨编辑：支持无限数量的音频轨道，方便用户进行复杂音频编辑。
（2）音频处理：提供丰富的音频处理效果，如均衡、压缩、混响、延迟等。
（3）实时预览：编辑过程中，可以实时预览音频效果，便于调整。
（4）格式转换：支持多种音频格式，方便用户进行格式转换。
（5）插件支持：支持VST、AU等插件格式，可扩展软件功能。
（6）跨平台：支持Windows、Mac等操作系统。
三、OtoStudio基本操作1.新建项目启动OtoStudio后，需要新建一个项目。
菜单栏中的“文件”→“新建”→“项目”，在弹出的对话框中设置项目名称、采样率、位深度等参数，“确定”完成新建项目。
2.导入音频文件在新建的项目中，菜单栏中的“文件”→“导入”→“音频文件”，在弹出的对话框中选择需要导入的音频文件，“打开”完成导入。
3.编辑音频（1）剪辑音频：在音频轨道上，选择需要剪辑的音频文件，使用工具栏中的剪切、复制、粘贴等工具进行编辑。
（2）调整音量：选中音频文件，在工具栏中找到音量调整按钮，拖动滑块调整音量。
CAA软件应用教学课件电子教案全套课件
CAA软件应用教学课件电子教案全套课件一、教学内容本节课将围绕CAA（计算机辅助自动化）软件的应用进行展开，教学内容主要包括教材第五章“CAA软件基础应用”的13节。
详细内容包括CAA软件的安装与界面认识、基本操作流程、以及CAA软件在工程绘图中的应用实例。
二、教学目标1. 熟悉CAA软件的安装与界面，掌握基本操作方法。
2. 学会利用CAA软件进行简单的工程绘图。
3. 通过实例分析，培养学生运用CAA软件解决实际问题的能力。
三、教学难点与重点教学难点：CAA软件在工程绘图中的实际应用。
教学重点：CAA软件的安装、界面认识、基本操作流程。
四、教具与学具准备1. 教具：计算机、投影仪、白板。
2. 学具：CAA软件安装包、教材、课堂练习题。
五、教学过程1. 实践情景引入（5分钟）：通过展示CAA软件在工程领域的应用案例，激发学生的兴趣。
2. 理论讲解（15分钟）：讲解CAA软件的安装过程、界面认识以及基本操作流程。
3. 例题讲解（20分钟）：以一个简单的工程绘图为例，演示CAA 软件的具体应用。
4. 随堂练习（25分钟）：学生根据课堂所学，自主完成练习题，教师巡回指导。
六、板书设计1. CAA软件安装与界面认识2. CAA软件基本操作流程3. CAA软件在工程绘图中的应用实例七、作业设计1. 作业题目：利用CAA软件完成一个简单的工程绘图。
2. 答案：见教材第五章课后习题。
八、课后反思及拓展延伸1. 反思：本节课的教学效果，学生的掌握程度，以及教学过程中的不足。
2. 拓展延伸：鼓励学生课后深入研究CAA软件的其他功能，提高其在工程领域的应用能力。
重点和难点解析1. CAA软件的安装与界面认识2. CAA软件基本操作流程3. CAA软件在工程绘图中的应用实例4. 课堂实践环节的组织与指导5. 作业设计及课后拓展延伸一、CAA软件的安装与界面认识在安装CAA软件时，需关注操作系统的兼容性以及硬件要求。
教师应详细讲解安装步骤，提醒学生注意安装过程中的选项。
昆腾培训教材
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重点强调的是在1982年Modicon来到中国，成为了中国自动化控 制历史上的一座里程碑 PLC在这三十年里揭去了神秘的面纱，成为了广为中国工程师所 熟悉的标准配置产品。随着中国经济的迅速发展，对于工业自 动化产品的使用率直线提高，Modicon产品被更多的人所接受。 从使用磁带编程器的编程工具到使用电脑进行快捷的编程操 作；从小到几平方米，大到几十平方米的监测面板到现在的电 脑智能监测；从原来一个机架只有几十个I/O点的模块发展到现 在单架就有1024个I/O工作点的机架，Modicon在这30年中经过 了无数次的技术更新，同时也见证了中国自动化工业30年来的 蓬勃发展。在我们公司，炼钢、炼铁、烧结等各大区域都有相 关自动化产品使用。
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模 板 热 更 换 可带电更换任何模板（exc：NOE） I/O 模板 电源 CPU’s 智能选件 不会损坏: 模板 背板 系统 电 子 模 块 ID 保 证 用 户 配 置 与 实 际 模 块 一 致
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底板
140 XBP 0** 00
1 一个金属框架。 2 一个底板接头。 3 用于附着模块的螺纹孔。 4 安装孔。 5 接地端子。
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底板
底 板 扩 展 (XBE) 模 块
同一 140 XBE 100 00 底板扩展器模块可用于主底板和辅底板。一个完整的 底板扩展器系统包含两个 140 XBE 100 00 模块和一条扩展器电缆，长度为 3、6 和 9 英尺。 系统可使用任何 Quantum 电源类型。每个底板可拥有一个不同类型的电源 辅助底板失电不会关闭整个分站。只有位于辅助底板中的模块会失电。 底板扩展器模块可位于底板中的任何插槽内，且不必放置在主底板和辅助底 板中的对应插槽位置。 编程软件不识别底板扩展器模块。它在 I/O 映射中显示为空闲插槽。 支持所有 Quantum 底板尺寸。 底板扩展器系统支持本地 I/O，提供了一种无需升级为 RIO 就能扩展到第二 机架的低成本途径。 底板扩展器系统支持远程 I/O，包括完全的 31 远程 I/O 分站支持。 底板扩展器模块支持所有 Quantum 数字和模拟 I/O 模块，连同两个 Quantum 高速计数器。
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《群艺KYIC软件实用学习教程》
《群艺KYIC软件实用学习教程》是目前电脑提花织带机的最常用的操作软件，该书详细的介绍了软件的日常操作和实例讲解，配备了大量的图片，让用户的操作变得得心应手！
《群艺KYIC软件实用学习教程》
目录
第一章 JACTEKDSJ群艺中文版的安装
一、 JACTEKDSJ中文版的安装
1、系统硬件需求
2、 JACTEKDSJ中文版的安装
二、 JACTEKDSJ软件语言的切换方法
第二章初识JACTEKDSJ群艺软件
一、 JACTEKDSJ窗口介绍
1、进入JACTEKDSJ软件系统
二、 JACTEKDSJ软件界面布局
1、标题栏
2、菜单栏
3、工具栏
4、坐标尺
5、绘图区
6、状态栏
7、滚动条
8、小视窗
第三章 JACTEKDSJ菜单栏的应用
一、档案
二、编辑
三、绘图
四、工具
五、外观
六、组织
七、图形处理
八、打版
九、说明
第四章实例讲解JACTEKDSJ软件操作
一、 JACTEKDSJ软件操作基础流程
二、 3/1有规律平纹组织配对方法
三、 3/1无规律平纹组织配对方法
四、 3/1斜纹花纹无组织配对方法
五、 3/1斜纹花纹有组织配对方法
六、 5/1斜纹花纹无组织配对方法
七、 5/1斜纹花纹有组织配对方法
第五章透析JACTEKDSJ软件常用工具
一、透析包边工具
二、透析图形组织
第六章扫描仪的使用
一、利用画图软件扫描
二、利用扫描仪和照相机向导扫描第七章卸载JACTEKDSJ群艺软件第八章 JACTDKDSJ软件的使用技巧。