Ho Lee Short Rate model

Please enter the inputs, and then click the button to generate the analysis:

Ho Lee Inputs:

Volatility

Interpolation settings:

Interpolation MethodCubic SplineCubic HermiteLinear

Interpolation VariableSpot RateDiscount RateLog Discount Rate

Yield curve inputs:

Input typeSpot RateDiscount Rate

Index

Tenor (years)

Rate

1

Hit me to add a yield curve tenor

Hit me to generate analysis

Watch ▶ a guided tour.

Any issues? email quantpie or tweet @quantpie.