This repository contains a dynamic web page that visualizes current SOFR spreads across different commercial real estate asset classes. The dashboard provides a breakdown of spreads for industrial, multifamily, office, and retail properties, categorized by risk profiles such as Core/Stabilized, Value-Add, and Opportunistic.
SOFR & Fed Funds dashboard visualizes how CPI, NFP and GDP releases move the rate curve, with AI-generated analyst commentary. Built with FastAPI, React, FRED API and Google Gemini.
A production-grade stochastic interest rate modeling engine that calibrates the Vasicek model to historical SOFR data using OLS regression and Euler-Maruyama simulation.
This project is designed to evaluate and price fixed-income instruments (bonds) and derivative instruments (swaps) under varying interest rate conditions.
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