compounded-sofr
MITSOFR / risk-free-rate compounding-in-arrears math — ARRC & ISDA conventions (lookback, observation shift, lockout), the SOFR Index method, and the compounded average. Reproduces the NY Fed's published values. Zero dependencies.
100
Security score
0 known advisories in v1.0.0
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Unpacked size
29.2 kB
Dependencies
0
Last publish
2 months ago
Security advisories
No known vulnerabilities affect v1.0.0.