The models of term structure of interest rates are probably the most computationally difficult part of the modern finance due to a relative complicity of application techniques. The author provides two specific term structure models and investigates the stationary probability distribution of Cox-Ingersoll-Ross model with Kolmogorov transition equation as a necessary solution for implementation of the mentioned model into MATLAB environment, in order to create simple and useful tool for simulating an adequate and accurate forecasts of interest rates dynamics.