8 packages matching “sofr”
sofr
v1.0.31 · 8 years ago
sofr React component
No known vulnerabilities
compounded-sofr
v1.0.0 · 23 days ago
SOFR / 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.
No known vulnerabilities
newyorkfed
v1.0.0 · 28 days ago
Typed, zero-dependency client for the NY Fed's free Markets Data API — SOFR, EFFR, OBFR, BGCR, TGCR reference rates, SOFR averages & index, SOMA holdings. No API key required.
No known vulnerabilities
@apiverve/benchmarkrate
v1.2.0 · 23 days ago
Benchmark Rate is a tool for retrieving current risk-free reference rates that replaced LIBOR. It returns rates for SOFR (US), SONIA (UK), ESTR (EU), TONA (Japan), and SARON (Switzerland).
No known vulnerabilities
perp-funding-math
v1.0.0 · 22 days ago
Perpetual-futures funding math — payments (longs-pay-shorts convention), APR/APY annualization for any interval, cumulative funding, cross-venue funding-arb carry and breakeven. Zero dependencies.
No known vulnerabilities
@trygordian/mcp-newyorkfed
v1.0.0 · 1 year ago
Model Context Protocol server for New York Fed Markets Data APIs
No known vulnerabilities
xdchain-oracle
v0.1.0 · 1 month ago
JS/TS client for the XDChain Oracle — 47 live price & real-world-asset feeds on the XDC Network. Chainlink AggregatorV3-compatible + REST API.
No known vulnerabilities
tsfred
v1.1.0 · 3 months ago
A light TypeScript wrapper for the FRED (Federal Reserve Economic Data) API.
No known vulnerabilities