Table 2: Exact values of under different stochastic interest models.


0.0 0.015507 0.013395 0.012366 0.019332 0.016194 0.014730 0.025491 0.020392 0.018156
0.1 0.015538 0.013418 0.012386 0.019380 0.016228 0.014758 0.025571 0.020444 0.018198
0.2 0.015632 0.013489 0.012446 0.019523 0.016330 0.014843 0.025816 0.020603 0.018325
0.3 0.015791 0.013608 0.012548 0.019767 0.016503 0.014986 0.026212 0.020874 0.018541
0.4 0.016018 0.013778 0.012693 0.020118 0.016750 0.015191 0.026837 0.021263 0.018851
0.5 0.016320 0.014003 0.012885 0.020587 0.017079 0.015463 0.027656 0.021786 0.019265
0.6 0.016703 0.014288 0.013127 0.021190 0.017499 0.015809 0.028722 0.022458 0.019795
0.7 0.017180 0.014639 0.013424 0.021947 0.018020 0.016237 0.030088 0.023306 0.020458
0.8 0.017764 0.015066 0.013784 0.022887 0.018661 0.016760 0.031824 0.024363 0.021279
0.9 0.018473 0.015579 0.014216 0.024051 0.019442 0.017393 0.034036 0.025677 0.022288
1.0 0.019332 0.016194 0.014730 0.025491 0.020392 0.018156 0.036877 0.027314 0.023529
1.1 0.020376 0.016931 0.015341 0.027286 0.021551 0.019079 0.040585 0.029370 0.025063
1.2 0.021650 0.017816 0.016070 0.029549 0.022973 0.020198 0.045541 0.031985 0.026977
1.3 0.023218 0.018884 0.016941 0.032446 0.024736 0.021566 0.052396 0.035374 0.029398
1.4 0.025174 0.020184 0.017990 0.036242 0.026953 0.023257 0.062361 0.039883 0.032519
1.5 0.027656 0.021786 0.019265 0.041372 0.029795 0.025377 0.077981 0.046101 0.036649