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Before running this script, you must specify your 'working directory'. This is the location where any output will be stored.
For Mac: 'MISC'->'Change Working Directory...' (And then specify location)
For PC: Exectue the following line of code: setwd('location'). Excute by "CNTRL+R".
The only thing you must specify (besides working directory) is the 'ncap' - or number of periods you wish to forecast - and the 'sim' - the number of simulations you wish to run
For Mac: Highlight all of the lines of code and then 'Edit'->'Execute'
For PC: 'Edit'->'Run All'
Note: You will then be prompted to choose your data file in the browser. Once you specify the file, R will then continue to execute the remaining lines of code. Your data file must be saved as a ".csv" and interest rates you wish to calibrate/forecast must be named 'Data' in the column header. Also, you must have a "Counter" column from 1 to as many data entries you have.
Your ouput will be saved as a ".png" and ".txt" file in your working directory.
Results from CIR_Calibration_Projection.R.
Results from CIR_Pricing_Projections(monthly).R.
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