Thank you. Do you recall approximatelly when you posted? Because the fileshare does not have a search capability.

Does anyone have a good source on how to model BDT, or better yet, a freeware source, preferably in Excel? I did some google searches but haven't found something I can readily use. Thnx.

In simulating LIBOR, which model is more appropriate/preferable? Ornstein/Uhlenbeck or Brennan/Schwartz?I think Brennan/Schwartz gives a wider range of outcomes for the same volatility(?)

Which text(s) would you consider to be the "Bible" in Quantitative Finance?

What is the annual mean reversion speed if we know the weekly mean reversion speed?I know that for the volatility, the annual= weekly volatility* SQRT(52)