Our generalized current coupon model framework allows users additional flexibility to set the current coupon form used in PolyPaths without the need for any programming knowledge. Using this framework, users may easily and seamlessly incorporate features such as a dynamic primary-secondary spread function to our existing reference-rates driven framework. In our latest, PolyPaths v7.11 we’ve added several extensions to the model including: reference volatility terms, Ginnie Mae current coupon model, time-dependent spreads, SOFR driven current coupon, and additional caps and floors to the current coupon forecast. Clients can watch our webinar here to learn more.