Table 1: Exact values of under different stochastic interest models.


0.0 0.011839 0.009891 0.008970 0.015540 0.012488 0.011144 0.021884 0.016600 0.014380
0.1 0.011868 0.009912 0.008988 0.015587 0.012520 0.011140 0.021969 0.016653 0.014422
0.2 0.011957 0.009976 0.009042 0.015730 0.012617 0.011218 0.022229 0.016814 0.014546
0.3 0.012106 0.010084 0.009132 0.015973 0.012782 0.011352 0.022674 0.017087 0.014758
0.4 0.012321 0.010239 0.009261 0.016325 0.013019 0.011543 0.023323 0.017483 0.015064
0.5 0.012607 0.010444 0.009432 0.016797 0.013335 0.011798 0.024206 0.018016 0.015473
0.6 0.012974 0.010705 0.009650 0.017408 0.013740 0.012123 0.025366 0.018707 0.016001
0.7 0.013432 0.011029 0.009918 0.018181 0.014248 0.012529 0.026865 0.019585 0.016667
0.8 0.013997 0.011426 0.010245 0.019151 0.014876 0.013028 0.028793 0.020691 0.017498
0.9 0.014691 0.011907 0.010639 0.020363 0.015649 0.013637 0.031281 0.022081 0.018531
1.0 0.015540 0.012488 0.011114 0.021884 0.016600 0.014380 0.034526 0.023837 0.019818
1.1 0.016584 0.013193 0.011684 0.023807 0.017776 0.015289 0.038836 0.026075 0.021430
1.2 0.017877 0.014048 0.012370 0.026271 0.019239 0.016406 0.044713 0.028972 0.023474
1.3 0.019494 0.015096 0.013202 0.029489 0.021084 0.017792 0.053025 0.032802 0.026106
1.4 0.021547 0.016392 0.014218 0.033797 0.023448 0.019534 0.065413 0.038014 0.029571
1.5 0.024206 0.018016 0.015473 0.039761 0.026542 0.021763 0.085361 0.045384 0.034263