SOFR futures contracts dataset

The dataset used in the paper is the SOFR futures contracts dataset, which contains the prices of SOFR futures contracts.

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Colin Turfus, Aurelio Romero-Bermúdez (2024). Dataset: SOFR futures contracts dataset. https://doi.org/10.57702/9xgm7hbu

DOI retrieved: December 2, 2024

Field	Value
Created	December 2, 2024
Last update	December 2, 2024
Defined In	https://doi.org/10.48550/arXiv.2401.15728
Author	Colin Turfus
More Authors	Aurelio Romero-Bermúdez
Homepage	https://example.com/sifr-futures-dataset