My current version of the yield curve equation

Usual conventions:
Sigma_i is variance, and  Nu _i is sample rate of component i.  Beta total bandwidth, where the curve meets the short end. Gamma is inherent efficiency, which I set to  log(2).
My equation tells me that bankers measure their own variance along the yield curve with a finite set of samplers. In equilibrium, at minimum redundancy, that is all that bankers do. When bankers are off equilibrium, then their sample rate and sample quant cause small inversion in the curve. They make little expansions and contractions of curve space to get back into sync.  When space is crowded, they merge space and reduce rank.  When space is sparse, the increase rank.

The main mechanism of change is bandwidth gets shorter as consumers contract, that causes an adjustment across the bankers network.
How did I derive log(vi) for the numerator?
I set the information content in bits equal to the signal power.
We look at variance over the curve.