New answers tagged discounting
1
I'm not sure about ESTER but for SOFR, the FED has stated that the way to get forwards is derive them from SOFR futures.
https://www.federalreserve.gov/econres/notes/feds-notes/indicative-forward-looking-sofr-term-rates-20190419.htm
See section A.2 in this paper:
https://www.federalreserve.gov/econres/feds/files/2019014pap.pdf
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