cir模型matlab代码,怎么用 CIR模型 进行利率定价

在CIR利率定价模型中，哪位知道 以下程序中  的各个参数分别是什么意思 (theta,kappa,sigma,lambda,dt,ratestart,months,tau)？

想要用CIR模型计算  一份以6年期纯贴现债券为标的，执行价格为0.80的两年期欧式看跌期权的价格，零息债券面值假设恒为 100元，相关参数如下：

function [Rt]=RateSimCIR(theta,kappa,sigma,lambda,dt,ratestart,months,tau)

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% CIR term structure simulation, inputs below

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% clear all

% theta=0.10;

% kappa=0.05;

% sigma=0.075;

% lambda=-0.4;

% dt=1/12;

% months=120;

% ratestart=0.10;

% tau=[3/12,6/12,2,5];

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% Short Rate Dynamics

rt(1)=ratestart;

for i=1:months*4

rt(i+1)=rt(i)+kappa*(