PENSFORD: A SOFR INDUSTRY LEADER
|30D Compounded SOFR||1.04%||0.02|
|1M ISDA SOFR||1.12%||0.00|
|CME 1M Term SOFR||1.53%||0.01|
SOFR Basis Risk Calculator
Quantify the projected basis risk from a mismatch in the LIBOR fallback language between your loan & hedge using real market data.Download
Cap Pricer Calculator
Quickly ballpark various scenarios and analyze the anticipated protection and month-by-month cost breakdown by pricing both LIBOR and SOFR hedges out to 7 years and up to a 4.00% strike.Download
SOFR Forward Curve Calculator
Run analysis using current market data for LIBOR, SOFR, and Prime, with the ability to shock the curves higher and lower.Download
PENSFORD SOFR RESOURCES
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