Like seriously, is it possible to remember formulas for pricing Bonds using the Vasicek, CIR and Hull-White model, and be able to apply them as well as remember how the volatility of the forward bond price depends on the maturity of the Option and the Bond ((see ACiD A00_4))? Don't we need a formula sheet?
You won't be expected to remember the detailed formulae for the interest rate models for the ST6 exam, only those formulae that can be derived by applying general principles, eg risk-neutral pricing.
