Yudi Bai

FactSet Research Systems Inc.

601 Merritt 7, 3rd Floor

Norwalk, CT 06851

United States

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Scholarly Papers (1)

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Forward-looking Forward Rates: An Indicative SOFR Paradox

Number of pages: 16 Posted: 29 Jan 2021 Last Revised: 23 Mar 2021
Xi Liu and Yudi Bai
FactSet Research Systems Inc. and FactSet Research Systems Inc.
Downloads 231 (158,602)

Abstract:

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IBOR replacement, RFR, SOFR, Benchmark Reform, Yield Curves, Futures, Swaps, Hedging