I am looking to find a way to setup an automatic feed for 1-month SOFR future rates in order to better forecast variable interest rates. Does anyone have any experience with this or have any recommendations?
Best answer by Nathan
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27 March 2024
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Hey Shane,
Pigment can import any kind of data, these rates in the same way as what you have already loaded (start with a CSV, then push with API).
You need to find/have access to a source that provides an API for this data. I’ll be happy to help here how to load it once you have that
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