Attribute VB_Name = "Module2"
Public Function vasicekbp(rt, a, b, sg, lambda, t)
at = (1 - Exp(-a * t)) / a
vasicekbp = Exp(-rt * at + (at - t) * (b - lambda * sg / a - sg ^ 2 / a ^ 2 / 2) - sg ^ 2 * at ^ 2 / a / 4)
End Function
Public Function cirbp(rt, a, b, sg, lambda, t)
gama = Sqr((a + lambda) ^ 2 + 2 * sg ^ 2)
at = (2 * gama * Exp((a + lambda + gama) * t / 2) / ((a + lambda + gama) * (Exp(gama * t) - 1) + 2 * gama)) ^ (2 * a * b / sg ^ 2)
ct = 2 * (Exp(gama * t) - 1) / ((a + lambda + gama) * (Exp(gama * t) - 1) + 2 * gama)
cirbp = at * Exp(-rt * ct)
End Function