the existence of these general quadratic term structures for bond, futures and forward prices. As forward prices are … martingales under the T-forward measure, their term structure equation depends on properties of bond prices' term structure. We … exploit the connection with the bond prices term structure and show that even in quadratic short rate settings we can have …

we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent … the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward …