This article theoretically explores the characteristics underpinning quadratic term structure models (QTSMs), which designate the yield on a bond as a quadratic function of underlying state variables.

Lawrence J. Christiano, Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration, Journal of Business & Economic Statistics, Vol. 8, No. 1 (Jan., 1990), pp ...

Perold, André. "An Alternative Model for a Global Analysis of Quadratic Programs in a Finite Number of Steps." Mathematical Programming 15 (December 1978): 105–109.