Pathways Issue No. 16
The January 2021 issue of Pathways is now available! In this month’s case study, Parmeet Singh lays down the groundwork for SOFR30A ARMs by reviewing the relevant market data, followed by illustrating ARMs resetting to SOFR, and concluding with a measurement of their embedded Cap Cost. To access the newsletter please click here.
If you would like to be added to the distribution list, please email pathways@polypaths.com.