The London InterBank Offered Rate is scheduled for discontinuation, and the replacement advocated by US regulators Secured Overnight Financing (SOFR). only SOFR-linked derivative with significant liquidity trading history SOFR futures contract, traded at Chicago Mercantile Exchange. We use historical record of prices to construct dynamic arbitrage-free models term structure. find that a Gaussia...

Abstract In this paper, a new methodology for time domain analysis of buildings on raft foundations considering soil – structure interaction is proposed. Sub-structuring technique used to separate the building as super-structure and underneath sub-structure. The can be modeled using any numerical method. However, in paper via BEM consider real area between column slabs. dynamic load considered ...