Here I have tried doind MC simulation of short rate under forward measure using analytical formula for Expected mean and variance of short rate under forward measure.(The formulas are given in Brigo's book) During each simulation I am generating a random variable with Ert_T and varrt_T, and use bond price formula to cache initial A(t,T) and B(t,T) values. where Ert_T : Expected value of short rate under T-forward measure varrt_T : variance of short rate under T-forward measure
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