Brownian motion and normal distribution have been widely used
in Cox-Ingersoll-Ross interest rate framework to model the instantaneous interest rate
dynamics. However, empirical studies have also shown that the return distribution of
interest rate has a higher peak and two fatter tails than those of the normal distribution.
Meanwhile, when the rare catastrophic shocks occur or the regime shifts in the economy
and finance, the money market may have jumps. In this paper, we will consider a class
of reflected Cox-Ingersoll-Ross interest rate models with  noise. Furthermore,
we shall continue to supply the Laplace transform of the stationary distribution about
this reflected diffusion process with jumps.