This repository contains a dynamic web page that visualizes current SOFR spreads across different commercial real estate asset classes. The dashboard provides a breakdown of spreads for industrial, multifamily, office, and retail properties, categorized by risk profiles such as Core/Stabilized, Value-Add, and Opportunistic.
This project is designed to evaluate and price fixed-income instruments (bonds) and derivative instruments (swaps) under varying interest rate conditions.
A production-grade stochastic interest rate modeling engine that calibrates the Vasicek model to historical SOFR data using OLS regression and Euler-Maruyama simulation.
Add a description, image, and links to the sofr topic page so that developers can more easily learn about it.
To associate your repository with the sofr topic, visit your repo's landing page and select "manage topics."