A financial analyst is pricing a 3-year call option on a 3-year Treasury note using a pricing model that has been successfully validated. Interest rate volatility is currently high, and the analyst is concerned that this may cause the model to forecast negative short-term interest rates, which would in turn cause the option price to be misvalued. Which of the following actions would be best for the analyst to take to address negative short-term interest rates when they arise in the model?