PolyPaths Excel Add-in is a supplemental tool allowing AppPort users to extend their pre-trade, post-trade, and risk analyses and reporting. By combining the PolyPaths calculation engine with the power of Excel, users can leverage macro functions and Excel reporting to more easily run and visualize pricing and risk reports. Clients can now watch our introductory webinar here.
Market data retrieval in PolyPaths is available on-demand and can be incorporated into your analytic workflow in real-time. Whether you’re looking to perform quick spread analysis or a historical, time-series analysis, PolyPaths’ market data process follows all available market conventions while adhering to strict validation procedures. Please join us on Thursday, March 25th for on overview of how market data is sourced and used in the system. Full details and registration are available here.
PolyPaths BatchALM is a command line tool enabling management and automation of balance sheet forecasts, forward market value and risk calculations, and reporting. Clients can now watch our introductory webinar here.
Our Constant Elasticity of Variance (CEV) and Displaced Diffusion (DD) skew models support continuous skew parameters ranging from near-normal to near-lognormal, allowing market participants a simple and intuitive way to impart forecasts on forward market dynamics onto PolyPaths’ analytical outputs. Join us to learn more about how market participants can select their desired value for this parameter using liquid observations from the European swaption market. Full details and registration are available here.
The February 2021 issue of Pathways is now available! In this month’s case study, Andy Lui explores the topic of alternate mortgage rate benchmarks, as he explains how to easily select Treasury or SOFR as a mortgage rate reference curve in place of LIBOR, and gauge the resulting impact on prepayment projections and risk profiles. To access the newsletter please click here.
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PolyPaths supports seven methods of premium/discount amortization for book income forecasts, easily analyzed and compared through a robust yet user-friendly framework. Clients can watch our webinar here to cover the methods supported and some intriguing nuances around client needs. For any questions please do not hesitate to reach out to us at support@polypaths.com.
Please join us on Thursday, March 4th for an overview of a supplemental Excel add-in available in our upcoming version 7.11. Full details and registration are available here.
Pricing in PolyPaths can be as simple as entering an input Price or Yield. However, there is actually a large library of fields which can be used as a pricing anchor in order to derive all other metrics. Even beyond simple pricing anchor inputs, PolyPaths handles more complex pricing input methods, whether through a pricing matrix, a pricing string, or even based on the pricing results of another security. Clients can watch webinar here, where we cover options and how they fit any of your pricing requirements.
Please join us on Thursday, February 18th for an introduction to PolyPaths BatchALM. BatchALM is a command line tool enabling management and automation of balance sheet forecasts, forward market value and risk calculations, and reporting. Full details and registration are available here.
Please join us on Thursday, February 4th for an overview of how Pricing securities works in PolyPaths. Full details and registration are available here.