Timeline for How does Bloomberg calculate historical maturity dates for SOFR instruments with different settlement dates?
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 6 at 19:47 | comment | added | river_rat | You are missing the 2 day value date adjustment. | |
| Oct 6 at 19:37 | comment | added | Dimitri Vulis | Have you tried asking F1 F1? | |
| S Oct 6 at 19:12 | review | First questions | |||
| Oct 7 at 11:46 | |||||
| S Oct 6 at 19:12 | history | asked | Rac Oon | CC BY-SA 4.0 |