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Mandel assumes that $\alpha,\beta$ are functions of $t$ and $r$ and the market price of risk $\lambda$ is a function of $t\,.$ This model is a Markovian short rate model. Other than that, it is too general to have a name. The following named models are special cases: \begin{align} &\alpha(t,r(t)) & \beta(t,r(t)) & & \text{ Name }\\[3mm] \...


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Not sure what you mean by pricing this trade since the price of a future is given by the exchange. You can get bond futures data for free from CME (TU is the symbol for the 2y and WN for the 30y). I’ll assume you’re asking about weighting the legs. There are many ways to do it but here are some common ones: Equal weights: +1 on TU and -1 on WN. This is the ...


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