此文獻有鑑於現今對SOFR-linked derivative缺乏整套通順且簡單的訂價流程。故此文獻的重點在於將前人的智慧結晶加以應用並嘗試為SOFR-Linked derivative建立一定價的框架，供後人使用。其中，模型的選擇為J.Hull & White (1993) 提出的 one factor model，其優點不限於本身模型易於分析外，其還可利用J.Hull & White (1994)提出的數值方法使模型可以簡單快速為衍生性商品評價。;This article is based on the current lack of a smooth and simple pricing process for SOFR-linked derivatives. Therefore, the focus of this article lies in applying the crystallized wisdom of predecessors and attempting to establish a pricing framework for SOFR-linked derivatives for the benefit of future generations. The chosen model is the Hull and White one-factor model (J.Hull & White, 1993), whose advantages extend beyond its analytical simplicity. Additionally, it leverages the numerical method introduced by J.Hull & White (1994), enabling the model to efficiently and straightforwardly evaluate derivatives.
