4 ms·
> Our tool automatically uses the up to date Secured Overnight Financing Rate (SOFR). Are risk free rates matched to return dates? This makes it sound like the
by k2enemy 1y ago
> Our tool automatically uses the up to date Secured Overnight Financing Rate (SOFR).
Are risk free rates matched to return dates? This makes it sound like the tool uses a single risk free rate for all excess return calculations.
- navquant 1y agoIt does not use a single risk free rate for all excess return calculations, but rather matches each return with the risk free rate of the day.