├── 1m_futures_data.csv ├── 3m_futures_data.csv ├── Cubic Spline-SOFR-Git.py ├── SOFR-BBG.xlsm ├── SOFR-v2.ipynb └── rzd_rates.csv /1m_futures_data.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vilen22/sofr/HEAD/1m_futures_data.csv -------------------------------------------------------------------------------- /3m_futures_data.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vilen22/sofr/HEAD/3m_futures_data.csv -------------------------------------------------------------------------------- /Cubic Spline-SOFR-Git.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vilen22/sofr/HEAD/Cubic Spline-SOFR-Git.py -------------------------------------------------------------------------------- /SOFR-BBG.xlsm: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vilen22/sofr/HEAD/SOFR-BBG.xlsm -------------------------------------------------------------------------------- /SOFR-v2.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vilen22/sofr/HEAD/SOFR-v2.ipynb -------------------------------------------------------------------------------- /rzd_rates.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vilen22/sofr/HEAD/rzd_rates.csv --------------------------------------------------------------------------------