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From: Christofer B. <bog...@gm...> - 2021-08-24 18:28:28
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Hi, CME publishes SOFR rates for 3 different terms as available in https://www.cmegroup.com/market-data/cme-group-benchmark-administration/term-sofr.html Is there any way I can derive SOFR for non standard term (e.g. 4 months) using given terms (i.e. 1, 3, and 6 months), with QL? Any pointer will be highly appreciated. |