CIR-

How to handle negative interest rates in a CIR framework

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
Results/Pdf/temp		Results/Pdf/temp
Swaption		Swaption
TermStructure		TermStructure
CIR-.pdf		CIR-.pdf
LICENSE		LICENSE
Pt0T.m		Pt0T.m
PtT.m		PtT.m
README.md		README.md
RiccatiCIR.m		RiccatiCIR.m
calibrationTimes.m		calibrationTimes.m
ccRateMarket.m		ccRateMarket.m
ccRateModel.m		ccRateModel.m
fmin.m		fmin.m
linconstr.m		linconstr.m
main.m		main.m
mean_variance.m		mean_variance.m
nlinconstr.m		nlinconstr.m
output.m		output.m
plot_DF.m		plot_DF.m
plot_Mean_Variance.m		plot_Mean_Variance.m
plot_ZC.m		plot_ZC.m
plot_forward.m		plot_forward.m
plot_rates.m		plot_rates.m
sim_CIR.m		sim_CIR.m
swaption_matrix.m		swaption_matrix.m

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