[Quantlib-users] Interpolation for ON rate using QL

[Christofer B. <bog...@gm...>]

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.