SHLee AI Financial Model
R, Python, Financial Econometrics, Term Structure, Macro-Finance, Deep Learning
Pages
(Move to ...)
Home
Deep Learning
Econometrics
Python
R
Excel
Nelson-Siegel
Portfolio
Music
Research
▼
Showing posts with label
SOFR
.
Show all posts
Showing posts with label
SOFR
.
Show all posts
Construction of SOFR Index from SOFR Rates
›
This post replicates the construction process of the SOFR index from daily SOFR rates. Since this index is published in a daily basis o...
2 comments:
›
Home
View web version
