Deterministic simulation at ZLB

Perfect foresight simulations
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I want to implement the nominal interest rate ZLB in a deterministic simulation. I want to keep the rate at a certain value for the first 10 periods, and then follow the Taylor rule. I also have another question: I want to view the value of a variable obtained through deterministic simulation. Can you give an example of how to view it?

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options_.verbosity=0;
start_value=[0,0,0,0]';
shock_name=‘eps_nu’;
target_value=[0,0,0,-1];
target_name=‘i_ann’;

% %available in Dynare 5.0
% options_.jacobian_flag=0;
% [x, errorflag, fvec, fjac] = dynare_solve(‘distance’,start_value, options_, shock_name,target_value,target_name,M_,options_,oo_);
[x, errorflag] = csolve(‘distance’,start_value,,1e-6,500,shock_name,target_value,target_name,M_,options_,oo_);

shocks;
var eps_nu;
periods 1:4;
values (x);
end;

I want to ask if my understanding of this code is correct. In this code, I need to change shock_name='eps_nu' to my monetary policy shock’s name. Then, I need to change start_value=[0,0,0,0]'; and target_value=[0,0,0,-1]; to the array length I want to set start_value=[0,0,0,0]' is the initial value for the optimization problem of the ZLB rate, and the elements in target_value=[0,0,0,-1] represent the deviation of the inn and steady-state values? The first three periods have the rate equal to the steady-state value, and -1 means the rate drops to 0 after three periods. Then, I need to change the periods in shocks; var eps_nu; periods 1:4; values (x); to the correct periods.