thx, I detected the error.HJM works now perfect

unfortunately I got negative eigenvalues. what can I do?

thanks, I tried it and it seems to work!

<t>hi,I have a question concerning the spreadsheet implementation of the HJM-model in Wilmott's 'on quantitative finance':How did he choose the volatility factors? I understand that it is reasonable to choose two, one of them constant and the other linear. But I don't understand how he's choosing th...