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The Lévy-driven affine short rate models follow and a chapter on the completeness of the presented Lévy term structure models concludes. In conclusion, the book by M. Barski and J. Zabczyk on modelling fixed income markets based on Lévy processes is a textbook that fills perfectly a gap in the existing mathematical finance literature. The applications of Lévy processes in mathematical finance go back to the seminal paper of Merton ([4]), entitled "Option pricing when underlying stock returns are discontinuous", which galvanized the research landscape on Lévy models with respect to financial applications. [Extracted from the article]