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![dvandeventer Avatar](https://lunarcrush.com/gi/w:24/cr:twitter::19619569.png) Donald van Deventer [@dvandeventer](/creator/twitter/dvandeventer) on x 2441 followers
Created: 2025-07-22 15:20:16 UTC

HJM++© joint simulation of 10-year zero-coupon Treasury and Gilt yields X year forward. XXXXXX scenarios, 12-factor HJM++© model, daily data 1962- May 31, 2025, stochastic volatility

ALM IBSM @BankofEngland @SASSoftware @SASSoftwareUKI

![](https://pbs.twimg.com/media/GweK5VwXwAAuHMD.jpg)

XX engagements

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**Related Topics**
[volatility](/topic/volatility)

[Post Link](https://x.com/dvandeventer/status/1947678084909387908)