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Use Murex SaaS for MX.3 Stability and Evolution. Focus on Your Business.
In this second episode of a series on MX.3 curve analytics, Murex Market Data Analytics Product Team lead Julien Martinez explores the characteristics of risk-free rate (RFR) curves, like USD SOFR, the world’s most important curve. He also addresses the need for a powerful curve calibration model that can infer upcoming policy rates from SOFR futures quotes.
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