1. Cash Flow Engine Reference Guide
  2. Boundaries and Limitations
  3. Oracle Asset Liability Management
  4. Rate Management Term Structure Parameters

5.1.8 Rate Management Term Structure Parameters

Valid values for mean reversion are between .00001 and 1.00000.

Valid values for volatility are between 0.000001 and 9.999999.

When using the Extended Vasicek Method, combinations of high volatility with low speed of mean reversion may cause unreasonable results.