An article related to LIBOR/SOFR transition published today in Risk.Net quoted muRisQ. The article is titled "SOFR phase-in for cash products sparks ‘mismatch’ fears". muRisQ provided to the leading magazine on derivatives data related to the transition they could not obtain otherwise. The data is quoted in the text and provided as a graph. We published a similar graph yesterday in Compounding with offset.
Risk.Net turned to us to access data they could not obtain from traditional data provider like Bloomberg. The data has been computed from our production grade libraries. Some examples of the usage of those libraries are provided in the 'analysis' repository provided open source by Marc on Github: https://github.com/marc-henrard/analysis
muRisQ Advisory offers quantitative finance advisory services. Its services focus on trainings and workshops, benchmark transitions, interest rate model development and validation, product design and risk management strategies.