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If we denote by \\(P^{x}(t,T)\\) the price at time \\(t\\) of zero-coupon bond maturing at \\(T\\) with unit face value, then  \\[ P^{x}(t,T)= {\\mathbf E}^{x} \\left[\\exp \\Biggl\\{-\\int_{t}^{T} x^{\\alpha}_{s} ds \\Biggr\\}|F_{t}^{x} \\right], \\]  where \\({\\mathbf E}^{x}\\) denotes the expectation under risk-adjusted martingale measure \\(Q^{x}\\). Let us assume that there exists an explicit real function \\(\\Pi^{x}\\), defined on a suitable subset of \\(\\mathbb{R}^{n+3}\\), such that \\(P^{x}(t,T)=\\Pi^{x}(t,T,x^{\\alpha}_{t};\\alpha)\\). The authors propose the new instantaneous short rate defined by \\(r_{t}=x_{t}+\\phi(t;\\alpha), t\\geq 0\\), where \\(\\phi\\) is a deterministic function. The price at time \\(t\\) of zero-coupon bond maturing at \\(T\\) with unit face value in this new model is  \\[ P(t,T)=\\exp \\Biggl\\{-\\int_{t}^{T}\\phi(s;\\alpha) ds \\Biggr\\}\\Pi^{x}(t,T,r_{t}-\\phi(t;\\alpha);\\alpha). \\]  The zero-coupon bond option price in the new model is described also. Extensions of the Vasicek model, Cox-Ingersoll-Ross model, Dethan model and ``exponential Vasicek'' model are 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