The single-factor models include the Vasicek model,the CIR model,and the CKLS model,ect. The two-factor models include the stochastic volatility model proposed by Gallant and Tanchen,and the stochastic mean model proposed by Balduzzi et al.

• 单因子短期利率模型包括Vasicek模型；CIR模型；CKLS模型等；两因子利率模型包括Gallant；Tanchen给出的随机波动率模型和Balduzzi等人的随机均值回复模型.