Skip to main content
Module usd
helixrs
0.0.1
Module usd
Module Items
Functions
In helixrs::
statics::
recipes
helixrs
::
statics
::
recipes
Module
usd
Copy item path
Expand description
USD default curve recipe: the SOFR sheet’s topology.
Functions
§
recipe
🔒
USD: a 1D SOFR deposit, the FOMC policy path, the 3M SOFR futures strip and the SOFR OIS par strip on one self-discounting curve; SOFR telescopes.