Interest Rate Walk
General Simulation Parameters
Num Years
Num Observations
Type of Walk
Cox-Ingersoll-Ross
Bootstrap Resampling
Cox-Ingersoll-Ross Parameters
Mean Reversion Speed - a
Interst Rate Mean - b
Interest Rate SD - sigma
Bootstrap Resampling Using Treasury Yields
Initial Yield (yield at year 0)
Treasury Duration
1 Year
5 Year
10 Year
20 Year
30 Year
Sample Years
Plot
Table
Historical Treasury Yields
(For Your Reference in Making Parameter Selections in Above Walk)
