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56 lines (56 loc) · 1.48 KB
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{
"name": "compounded-sofr",
"version": "1.0.0",
"description": "SOFR / risk-free-rate compounding-in-arrears math — ARRC & ISDA conventions (lookback, observation shift, lockout), the SOFR Index method, and the compounded average. Reproduces the NY Fed's published values. Zero dependencies.",
"keywords": [
"sofr",
"compounded-sofr",
"compounding-in-arrears",
"risk-free-rate",
"rfr",
"arrc",
"isda",
"sofr-index",
"overnight-index-swap",
"fixed-income",
"rates",
"finance"
],
"homepage": "https://moshemalka.com",
"repository": {
"type": "git",
"url": "git+https://github.com/moshejs/compounded-sofr.git"
},
"bugs": "https://github.com/moshejs/compounded-sofr/issues",
"author": "Moshe Malka <hello@moshemalka.com> (https://moshemalka.com)",
"license": "MIT",
"type": "module",
"main": "./dist/index.cjs",
"module": "./dist/index.js",
"types": "./dist/index.d.ts",
"exports": {
".": {
"types": "./dist/index.d.ts",
"import": "./dist/index.js",
"require": "./dist/index.cjs"
}
},
"files": [
"dist"
],
"sideEffects": false,
"scripts": {
"build": "tsup src/index.ts --format esm,cjs --dts --clean",
"test": "vitest run",
"typecheck": "tsc --noEmit",
"prepublishOnly": "npm run typecheck && npm run test && npm run build"
},
"devDependencies": {
"tsup": "^8.5.0",
"typescript": "^5.8.0",
"vitest": "^3.2.0"
},
"engines": {
"node": ">=18"
}
}