Yes, our tree has an interesting shape. The center branches reflect the shape of the zero curve. When extreme parts of the tree are reached the branching pattern changes to accommodate the mean reversion.
是的，我们的树有一个有趣的形状。中心分支反映了零曲线的形状。当到达树的极端部分时，分支模式会发生变化，以适应平均反转。
标签
Zero