Expected Returns on Major Asset Classes is a university-grade text which covers bond pricing.
It's very technical and I don't know if it quite covers what you're looking for, but it's very good and it's very affordable - it used to be free on Kindle, but now 99p. It's still very reasonably priced in paperback if that's what you want.
I believe this is the same text as the relevant chapters of Ilmanen's major work.
Might well be some suggestions in Ilmanen's Expected Returns.
I can't say for sure as I'm currently ploughing through the free version, Expected Returns on Major Asset Classes. You should definitely read that first, so see if you can tolerate his academic style. I believe the full version has some very interesting stuff in it.