SmartModels™ Utilities: Simulate

Interest rate uncertainty is at peak levels. SmartModels™ Utilities give you a fast, powerful way to analyze interest rate variability with the Simulate Rates function. Using our industry standard, mean-reverting interest rate model, SmartModels™ Utilities allow you to quickly get entire distributions of interest rates with just a few quick inputs. 

Steps to using SmartModels™ Utilities' Simulate Rates function are:

  1. Select Simulate Rates from the dropdown.
  2. Enter relevant dates: Start Date, First Rate Date, and End Date.
  3. Enter rate model parameters: Initial Rate, Mean Reversion Speed, Average Rate, and Volatility.
  4. Select the output range. 
  5. Click the Simulate button.


  • Speed – Create a complete interest rate simulation to understand interest rate variability in seconds.
  • Simplicity – Though many consider interest rate modeling the domain of “rocket scientists” only, this function gives anyone the most powerful features of a rate model.    
  • Flexibility – tweak the input for mean reversion and you have an equity return simulation model. 
  • Speed, again - Input ranges are set and stored in the interface until the user changes it, saving additional time when data changes and recalculation is necessary.