RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation

d r t = k x t d t + σ d W t μ r d t + σ r d W t . MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGceaqabeaacaqGKbGaamOCamaaBaaaleaacaWG0baabeaakiabg2da9iabgkHiTiaadUgacaWG4bWaaSbaaSqaaiaadshaaeqaaOGaaeizaiaadshacqGHRaWkcqaHdpWCcaqGKbGaam4vamaaBaaaleaacaWG0baabeaaaOqaaiabggMi6kabeY7aTnaaBaaaleaacaWGYbaabeaakiaabsgacaWG0bGaey4kaSIaeq4Wdm3aaSbaaSqaaiaadkhaaeqaaOGaaeizaiaadEfadaWgaaWcbaGaamiDaaqabaGccaGGUaaaaaa@5390@