Equation 15.28 reports the pricing formula for the Vasicek zero coupon bond (with $1 principal). Check that

Question:

Equation 15.28 reports the pricing formula for the Vasicek zero bond (with $1 principal). Check that it satisfies the fundamental pricing equation (Equation 15.24). That is, take the partial derivatives on the left-hand-side of Equation 15.24, substitute, and check that the left-hand side is equal to the right-hand side.
Coupon
A coupon or coupon payment is the annual interest rate paid on a bond, expressed as a percentage of the face value and paid from issue date until maturity. Coupons are usually referred to in terms of the coupon rate (the sum of coupons paid in a...