# Fixed rate bond historical simulation

I am using the QuantLib library to determine the historical simulation prices of a fixed rate bond. The idea behind my simulation is to use the spot curve as driver of the bond price. Let $$\{y^{j}(t)\}_{t=1}^T$$ be the historical series of node $$j$$ of the spot curve. In general I consider a number $$n$$ of nodes (for example 1-month node, 3-months node, 1-year node and so on) and an annual historical series for each node. I then calculate the simulated scenarios of the curve according to the canonical formula

$$ySim^j(t) = y^j(T)(y^j(t) - y^j(t-1))$$

where $$y^j(T)$$ is the value of the spot rate at the calculation date. However, I observe that the simulated scenarios differ little from the initial value $$y^j(T)$$ for each node $$j$$ and, for this reason, I get a bond price that does not differ much from the original value.

How can I amplify the simulated scenarios on the spot rate nodes? Is there a method that allows me to amplify the values of the simulated rates?