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a - What is market forecast of SOFR on the maturity dates of the first 8 contracts? ( maturity date is the third Wednesday of
a What is market forecast of SOFR on the maturity dates of the first contracts? maturity date is the third Wednesday of the month of the contract ignore the convexity adjustment
bUsing simple linear interpolation to estimate SOFR on a specific date, calculate year fixedfloat swap rate starting on the Spot date where
a Floating rate is months SOFR that is paid quarterly and the fixed rate is also paid quarterly on money market basis QuarterlyMoney
b Floating rate is months SOFR that is paid quarterly, however the fixed rate is paid semiannually on bond basis ActualSemiBond
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