sofr

SOFR & Fed Funds dashboard visualizes how CPI, NFP and GDP releases move the rate curve, with AI-generated analyst commentary. Built with FastAPI, React, FRED API and Google Gemini.

This repository contains a dynamic web page that visualizes current SOFR spreads across different commercial real estate asset classes. The dashboard provides a breakdown of spreads for industrial, multifamily, office, and retail properties, categorized by risk profiles such as Core/Stabilized, Value-Add, and Opportunistic.

SOFR compounding-in-arrears — ARRC/ISDA conventions, SOFR Index method, compounded average. Reproduces NY Fed published values. Zero deps.

A production-grade stochastic interest rate modeling engine that calibrates the Vasicek model to historical SOFR data using OLS regression and Euler-Maruyama simulation.

This project is designed to evaluate and price fixed-income instruments (bonds) and derivative instruments (swaps) under varying interest rate conditions.

Curve construction library for .NET 10. Post-LIBOR, RFR-first, multi-curve bootstrapping for SOFR, CORRA, SONIA, and €STR. Apache 2.0.

Daily SOFR compounding, the SOFR Index, and single-curve OIS bootstrapping in Python — a tested reference implementation.

[OBSOLETE] Superseded by Boutquin.Analytics

BGC Group, Inc. (NASDAQ: BGC), formerly BGC Partners, is a global brokerage and financial technology firm. Headquartered in New York and London, BGC operates electronic and voice broking across foreign exchange, interest rate derivatives, fixed income, energy and commodities, equity derivatives, credit, and futures.

Discrete-time Hull-White pricing of backward-looking caplets and floorlets — R code for the thesis figures and sensitivity analysis

Typed zero-dependency client for the NY Fed Markets Data API — SOFR and friends, averages & index, SOMA. No API key.