{"title":"SOFR Term Rates from Treasury Repo Pricing","authors":"Wujiang Lou","doi":"10.3905/jod.2022.1.153","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":501089,"journal":{"name":"The Journal of Derivatives","volume":"47 1","pages":"83-97"},"PeriodicalIF":0.0000,"publicationDate":"2022-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Journal of Derivatives","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3905/jod.2022.1.153","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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