quantlib.termstructures.yields.overnightindexfutureratehelper.SofrFutureRateHelper¶
- class SofrFutureRateHelper(price, Month reference_month, Year reference_year, Frequency reference_freq, convexity_adjustment=0.0)¶
Bases:
OvernightIndexFutureRateHelper- __init__(*args, **kwargs)¶
Methods
__init__(*args, **kwargs)update(self)Attributes
earliest_dateimplied_quotelatest_datematurity_datequote