Many year ago, I worked on the pricing of IR products (Floating rate swap, CMS swap, Cap, Floor,...)
Libor rates are now replaced by SOFR rate. I would like to know
- What are the new IR products (Floating rate swap, CMS swap, Cap, Floor,...) after the replacement of Libor rates by SOFR rate? And how are these new IR products priced?
I would be grateful if you could give me some good references (papers, books,...).