Term Structure Fitting

Model Fitting to Market Term Structure

Model Selection & Parameters
$$ dr(t) = k(\theta-r(t))dt+\sigma\sqrt{r(t)}dW(t)\\ SpotRates(t) -\frac{ A(t)}{t}+\frac{B\left(t\right)}{t} \times r\left(0\right)$$
Market Data & Calibration Setting
To identify the dataset
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