We prove that for some typical interest rate models(Vasciek model and CIR model),there is a reverse change between duration and interest rate. Such a result shows that the stochastic duration is reasonably defined.

• 对常见的随机利率模型Vasciek模型和CIR模型,证明了随机期度与随机利率之间存在着反向的变动关系,从而辅证了随机期度定义的合理性。