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Home / Building SOFR and FedFunds curves

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    jjn
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    Hi,

    I’m trying to build both SOFR and FedFunds curves within a single run of ORE. However, as they will both be USD 1 day rates I can’t seem to think of a way that allows me to have separate builds in the same curveconfig file. Does anyone have any solutions or workarounds for this?

    Cheers,

    John

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