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Build SOFR curve - suggestions #202

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thanhuwe8 opened this issue Nov 17, 2023 · 0 comments
Open

Build SOFR curve - suggestions #202

thanhuwe8 opened this issue Nov 17, 2023 · 0 comments

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@thanhuwe8
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Hi team,

Do you happen to know if building curve using SOFR is currently supposed by the library? I try to dig deeper into different functions inside financepy.market.curves but it seems we only support %IBOR one.

Thanks!
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