Building OIS curve from SOFR (or Fed Funds) Futures

[LZ1153]

I found there was a thread in url below discussing this requirement back in 2020. I'm wondering if we can have a way to build OIS curve using SOFR or Fed Fund futures that stepping on meeting dates, eg: FOMC.

https://sourceforge.net/p/quantlib/mailman/message/36789736/

[boring-cyborg]

Thanks for posting! It might take a while before we look at your issue, so don't worry if there seems to be no feedback. We'll get to it.