问题如下：
Which of the following choices correctly characterizes basis-point volatility and yield volatility as a function of rate within the lognormal model?
选项：
Basis-point volatility
Yield volatility
increases
constant
increases
decreases
decreases
constant
decreases
decreases
解释：
Choices B and D can be eliminated because yield volatility is constant. Basis-point volatility under the CIR model increases at a decreasing rate, whereas basis-point volatility under the lognormal model increases linearly. Therefore, basis-point volatility is an increasing function for both models.
请问下关于model里面短期变化当中，model1、2和Ho-Lee都是用 σ * 根号dt（变动的时间区间）来表达。
为什么到了V-model、model3 、CIR和Lognormal这个地方变成了 σ * 根号dw？
dt代表时间的变化即delta 时间，那dw呢？
