Generalized Current Coupon Model

New to PolyPaths version 7.09 is a generalized current coupon framework which allows users to integrate many commonly-used current coupon functional forms without the need to program a fully-custom current coupon model. Examples of the features currently supported through this framework include reversion of secondary rates to a long-term spread, dynamic primary-secondary spread functions, and embedded caps and floors on spreads. For more information or to request a demo, please contact us at support@polypaths.com.