I am analyzing the following function within a financial mathematics framework: f(t)=B(S;S)m(t)B(t;S)m(S)f(t) = \dfrac{B(S; S) \cdot m(t)}{B(t; S) \cdot m(S)} where: B(t;S):=EtP[exp(tSrf(u)du)]B(t; S) := \mathbb{E}_{t}^{\mathbb{P}} \left[\exp\left(-\int_{t}^{S}r_{f}(u)\, du\right)\right] and m(t):=exp(0trf(u)du)m(t) := \exp\left(\int_{0}^{t} r_{f}(u)\, du\right) Definitions : B(t;S)B(t; S) represents the price at time tt of a zero-coupon bond maturing at time S>tS>t , given the information available at time tt . m(t)m(t) is a discount factor related to