Hull-White parameters: [ 0.016713 ; 0.006338 ] Bond values immediately after initialization at final time: [ 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ] ...now starting reverse iteration over time-grid time: 10 Bond Values after rollback: [ 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ; 1.000000 ] time: 9 Bond Values after rollback: [ 1.051122 ; 1.039741 ; 1.028483 ; 1.017346 ; 1.006331 ; 0.995434 ; 0.984656 ; 0.973994 ; 0.963448 ; 0.953016 ; 0.942697 ; 0.932490 ; 0.922393 ; 0.912406 ; 0.902526 ; 0.892754 ; 0.883087 ; 0.873525 ; 0.864067 ] time: 8 Bond Values after rollback: [ 1.080739 ; 1.057652 ; 1.035059 ; 1.012948 ; 0.991310 ; 0.970134 ; 0.949410 ; 0.929129 ; 0.909281 ; 0.889857 ; 0.870848 ; 0.852246 ; 0.834040 ; 0.816224 ; 0.798788 ; 0.781724 ; 0.765025 ] time: 7 Bond Values after rollback: [ 1.088023 ; 1.053629 ; 1.020322 ; 0.988068 ; 0.956833 ; 0.926586 ; 0.897295 ; 0.868930 ; 0.841462 ; 0.814862 ; 0.789102 ; 0.764158 ; 0.740001 ; 0.716608 ; 0.693955 ] time: 6 Bond Values after rollback: [ 1.073456 ; 1.028814 ; 0.986028 ; 0.945022 ; 0.905721 ; 0.868055 ; 0.831955 ; 0.797357 ; 0.764197 ; 0.732416 ; 0.701957 ; 0.672765 ; 0.644786 ] time: 5 Bond Values after rollback: [ 1.038733 ; 0.985449 ; 0.934899 ; 0.886941 ; 0.841444 ; 0.798281 ; 0.757331 ; 0.718482 ; 0.681626 ; 0.646661 ; 0.613489 ] time: 4 Bond Values after rollback: [ 0.987093 ; 0.927127 ; 0.870804 ; 0.817903 ; 0.768216 ; 0.721547 ; 0.677713 ; 0.636542 ; 0.597872 ] time: 3 Bond Values after rollback: [ 0.921350 ; 0.856898 ; 0.796954 ; 0.741204 ; 0.689353 ; 0.641130 ; 0.596280 ] time: 2 Bond Values after rollback: [ 0.845876 ; 0.779121 ; 0.717634 ; 0.661000 ; 0.608835 ] time: 1 Bond Values after rollback: [ 0.764990 ; 0.697939 ; 0.636765 ] time: 0 Bond Values after rollback: [ 0.682810 ]