v1.1.0

Fixes accruedInterest under the observation-shift convention, which used the wrong day count. Periods that start or end on a weekend or holiday no longer throw; about 40% of NY Fed averages failed before. Adds sofrAverage. All 4,956 published NY Fed averages and 1,651 index values reproduce exactly. Behaviour change: accrual numbers under observation shift change, because they were wrong.

npm: compounded-sofr@1.1.0

Full findings and evidence: #1

v1.0.0

Initial release. See the README for documentation and the validation sources this package is tested against.