Add CIR and Vasicek pages to rates API docs

docs/api/index.md

@@ -58,6 +58,19 @@ Time series filters and indicators for financial data.
 | [OHLC](ta/ohlc.md) | OHLC bar utilities and resampling |
 | [Paths](ta/paths.md) | Simulated path containers and statistics |
 
+### [Rates](rates/index.md)
+
+Interest rate models and curve construction tools for discounting and term-structure modelling.
+
+| Module | Description |
+|---|---|
+| [Interest Rate](rates/interest_rate.md) | Spot/forward rates with compounding and day-count conventions |
+| [Yield Curve](rates/yield_curve.md) | Base class for discount factors and instantaneous forward rates |
+| [CIR Curve](rates/cir.md) | Cox-Ingersoll-Ross short-rate term-structure model |
+| [Nelson Siegel Curve](rates/nelson_siegel.md) | Parametric yield curve with level, slope, and curvature factors |
+| [Vasicek Curve](rates/vasicek.md) | Gaussian mean-reverting short-rate term-structure model |
+| [Options Discounting](rates/options.md) | Curve calibration from discount factors and put-call parity data |
+
 ### [Utilities](utils/index.md)
 
 Low-level building blocks used throughout the library.

docs/api/rates/cir.md

@@ -0,0 +1,3 @@
+# CIR Curve
+
+::: quantflow.rates.cir.CIRCurve

docs/api/rates/index.md

@@ -12,6 +12,10 @@ The central concept is the [discount factor](../../glossary.md#discount-factor)
     f(\tau) = -\frac{\partial \ln D_\tau}{\partial \tau}
 \end{equation}
 
+**[CIRCurve](cir.md)** is a short-rate term-structure model derived from the Cox-Ingersoll-Ross process, with positive-rate dynamics and closed-form discount factors.
+
 **[NelsonSiegel](nelson_siegel.md)** is a concrete `YieldCurve` implementation that fits a smooth parametric curve to observed zero-coupon rates using the Nelson-Siegel functional form.
 
+**[VasicekCurve](vasicek.md)** is a Gaussian mean-reverting short-rate model with analytical formulas for discount factors and instantaneous forward rates.
+
 **[Options Discounting](options.md)** provides `YieldCurveCalibration`, the base class for fitting a yield curve to discount factors, and `OptionsDiscountingCalibration`, which bootstraps asset and quote curves from put-call parity observations.

docs/api/rates/vasicek.md

@@ -0,0 +1,3 @@
+# Vasicek Curve
+
+::: quantflow.rates.vasicek.VasicekCurve

mkdocs.yml

@@ -100,9 +100,11 @@ nav:
           - Supersmoother: api/ta/supersmoother.md
       - Rates:
           - api/rates/index.md
+          - CIR Curve: api/rates/cir.md
           - Interest Rate: api/rates/interest_rate.md
           - Nelson Siegel Curve: api/rates/nelson_siegel.md
           - Options Discounting: api/rates/options.md
+          - Vasicek Curve: api/rates/vasicek.md
           - Yield Curve: api/rates/yield_curve.md
       - Utilities:
           - api/utils/index.md