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Automatic feed for SOFR Forward Curve

  • 26 March 2024
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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?

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Best answer by Nathan 27 March 2024, 09:48

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Userlevel 6
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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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