[Quantlib-users] Eris SOFR Swap Futures

[ze73 m. <ze7...@ya...>]

Hello QuantLib Gurus!
I experimented with using ql.SofrFutureRateHelper and ql.OISRateHelper to bootstrap 1-Month and 3-Month Term SOFR forward curves from futures and swap market data and it seems to work well. But I'd be interested in using Eris SOFR Swap Futures instead of swaps because I already license this data. Would anyone kindly share any experience or ideas on using quantlib to do this, please?

Thank you!
Ze