About this document
CME Term SOFR Bootstrapping Guide by 蘇柏庄 is a document available to read on EtoBox.
- Author
- 蘇柏庄
- Language
- EN
About this book
The document discusses the concepts of LIBOR and SOFR bootstrapping, focusing on the methodologies for calculating term rates and discount curves. It outlines the differences between LIBOR
Details
Rate this book
Sign in to rate this book
Quick info
- Language
- en
- Availability
- Checking…