I am looking for a book that has topics like FRAs, Interest rate swaps, Swaptions, Caps and Floors i.e.
the kind of stuff covered in Chap 22 and 25 of Hull's book. This is for teaching a course involving these topics.
The treatment must be stochastic calculus based. These topics are covered in almost all books on interest-rate modeling
but are too scattered and done in a way that is difficult for students to follow. On the other hand, Hull is too elementary.
I would appreciate any suggestions.