Monte carlo for Interest Rate

[dkrishna10]

Hello All,

Let me know if you if there was a way in EViews to " use historical interest rate volatilities to generate the large number of interest rate paths needed to simulate (imitate) interest rate sensitivity using Monte Carlo simulation ".

[trubador]

You can either use the "Model" object or try the "Programming" features of EViews. Please see the manual and/or search the forum for more details...