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Hi,I have a question regarding the bond pricing formula under the hull white model.If the short rate r(t)=a(t)+y(t), where a(t) is a deterministic function calibrated to the initial term structure, and y(t) follows: dy(t)=-k*y(t)+sigma(t)dW(t) under the risk-neutral formula.I managed to get the bond price under the T forward measure:P(t,T)=(P(0,T)/P(0,t))*exp((sigma^2/(2*k^3))*(-1.5-0.5*exp(-2*k*(T-t))+2*exp(-k*(T-t))+2*(exp(-k*t)-exp(-k*T))-0.5*(exp(-2*k*t)-exp(-2*k*T))))-y*(1-exp(-k*(T-t)))/k), but it seems to generate negative rates while using monte carlo simulation for y under the T forward measure.I wonder if anyone has the right formula for this bond price so that I can look into it. I've been struggling on this one a little bit.Please help, thanks

well, do you have an expression for the short rate? The bond price is generally calculated as the inverse of the exponent of the short rate integrated over the borrowing period (from this derivation the price is obviously positive)