Cir Process, Interest Rates, Stochastic Modeling, Mean Reversion, Volatility.
Initial interest rate K = 0.1 # Mean reversion factor theta = 0.05 # Long-term mean sigma = 0.1 # Volatility T = 1.0 # Time horizon N = 100 # Number of time steps seed = 777 # Random seed for reproducibility rates = CIR(r0, K, theta, sigma, T, N, seed) print(rates) Generating Transitions and