There are some various methods of construction of models of the short interest rate (SIR) for the analysis of a term structure of the affine yield class. In the paper the analysis of three from them is carried out: V-model (Vasiček, 1977), CIR-model (Cox, Ingersoll and Ross, 1985), MC-model...

As it can be seen from the literature the affine yield class of the term structure is very important for obtaining the fundamental properties of the zero-coupon bond yield. Therefore any new results about the properties the affine yield class are very desirable. The present paper is devoted to...