Abstract: In this paper, we put forward a class of discrete-time affine models on bond pricing. In the models class, we suppose the dynamics of the vector of state variables follow a first-order vector autoregressive stochastic process and the pricing kernel is taken the reform of affine function of the state variables. Then we derive the discrete-time affine models on zero-coupon bond pricing with different maturities. Finally, we list some special examples which come from the class of discrete-time affine models, including a few well-known interest and bond price term structure models.