A financial analyst is currently tasked with determining the value of a 5-year call option on a 5-year Treasury note using a well-established pricing model. Given the current environment of high interest rate volatility, the analyst is particularly concerned about how this may influence short-term interest rates, which are a crucial factor in the option pricing calculation. Considering the potential occurrence of negative short-term interest rates within the model, which of the following actions would be most effective in addressing this issue?