The article explores how long-term interest rates behave in the post-crisis market. Three types of long-term rates are studied: long-term yield, long-term simple rate, and long-term swap rate. The researchers analyzed these rates in different models, including the HJM framework with various drivers like Brownian motions and Levy processes. They found that the entire yield curve can be directly modeled in the HJM framework. Additionally, they looked at the impact of different risk factors on the long end of the yield curve. The study also examined the long-term swap rate in the Flesaker-Hughston model and the linear-rational methodology.