Example of SOFR curve #186
Description
Hello, is there is an example of SOFR curve bootstrapping in the library using 1M and 3M sofr futures and sofr swaps? I am pricing a single name CDS and the convention now-a-days is to use SOFR curve as opposed to LIBOR USD for discounting. I am not sure if Markit is publishing the sofr rates yet like they used to publish libors to be used in pricing credit. Thanks for the awesome library and all the efforts!