Today is November 3, 2008. Table 22.3 provides the caps and swap rates quotes on this date.

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Today is November 3, 2008. Table 22.3 provides the caps and swap rates quotes on this date. Fit the two-factor Vasicek model to these data. Discuss the performance of the model in fitting both the term structure of interest rates and cap prices.
Today is November 3, 2008. Table 22.3 provides the caps
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