Thank you @bgdlabs for providing a solution to the pricing issue for Pendle PTs. A dynamic linear discount rate model, with Chainlink under the hood, seems like a good compromise. The market will have to be monitored carefully by the risk providers and the change in the discount rate (“X”%) needs to be discussed prior to implementation. This “X”% may also need to be different depending on the asset, but we could be conservative and incorporate a lower change by the Risk Steward in the beginning.