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SOFR Futures and impact on short-end dollar swaps and front-end notes

Yes to all of your questions. USD swaps vs SOFR futures express almost identical risks, except for the 'convexity adjustment' which is small to first order. Secondly, it is almost certain that on a ...
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Reconcile Bloomberg EDSF for SOFR to Excel

Another attempt at uploading inputs and Excel
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Reconcile Bloomberg EDSF for SOFR to Excel

Sorry - more complete: Given these inputs: [3 month SOFR futures and dates in Picture 1] |StartDate |Days |Price |03/20/24 |91 |94.770 |06/19/24 |91 |95.135 |09/18/24 |91 |95.525 |12/18/24 |...
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