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secured-overnight-financing-rate

  1. Nicole Seaman

    P2.T9.908. What is the Secured Overnight Financing Rate (SOFR)?

    Learning objectives: Explain the Secured Overnight Financing Rate (SOFR) and its underlying transaction pool. Compare the underlying interest rate exposures for SOFR futures and other short-term interest rate futures. Questions: 908.1. Easily the most popular reference rate for derivatives...
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