SOFR Futures and Options Dept_01 things take a turn for

things take a turn for the weird

And yet you're still having trouble keeping your projects on schedule

) Only the clever children of the Orphan House and the kindly Ogress at the edge of town can see how dire the town’s problems are

Berlin 1942

SOFR Futures and Options Dept_01 things take a turn forSOFR Futures and Options is the practical guide through the maze of the transition from LIBOR. In the first section, it provides an in depth explanation of the concepts involved: The repo market and the construction of SOFR SOFR based lending markets and the term rate The secured unsecured basis SOFR futures and options and their spread contracts Margin and convexity