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If possibly, could you talented guys give me some instructions about steps to conduct empirical study on Vasicek model, particularly the input data needed, the implementation of the output term structure. Precisely, I am now learning by myself how to estimate term structure with Vasicek model...

Sorry if I could not express my problem clearly enough. I have the real data of interbank rates at daily and monthly frequency. I tried to use those set of data to find out the optimal parameters of Vasicek model. I got the parameters. The next step is to construct the term structure. Here I...

I am totally new in this field. I just start learning term structure modeling with Vacisek model. I am now trying to run the model. I just wonder that if the input data is interbank interest rates, the output of term structure obtained from the model could be understood as theoretical...