You can see the entire program online in the standard distribution of ILOG CPLEX at yourCPLEXinstallation/examples/src/rates.cpp. To run that example, you need a license for ILOG CPLEX.

You will also find Rates.java in yourCPLEXinstallation/examples/src/. If your installation includes the .NET API of ILOG CPLEX, then you will also find the C#.NET implementation of this example in Rates.cs and the VB.NET implmentation in Rates.vb.