The August 2020 issue of Pathways is now available! In this month’s case study, Andy Lui explores the Solver functionality within AppPort and Batchcal, and how this may be used to gauge the impact of the LIBOR to SOFR transition. He reviews how to solve for floating-note and swap coupons and margins under both LIBOR and SOFR regimes and outlines the available input and output spread-related fields that may be used across product types. To access the newsletter please click here.
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