Please join us on Thursday, July 13th to walk through benchmark pricing and related automations within PolyPaths. Full details and registration are available here.

Thursday July 13th - 11am ET
PolyPaths Benchmark Pricing and Automation

PolyPaths supports a large library of fields which can be used as pricing anchors in single security analysis and this flexibility is only compounded further through our Pricing Method functionality. Using the feature set of the Pricing Method framework, users can price to cashflow spreads and yield spreads such as the R Spread and P Spread respectively or even price to reference bonds in order to perform hedge ratio pricing. As we step through this webinar, participants will learn how to leverage not only the core features of PolyPaths’ Pricing Method functionality, but also take advantage of the latest enhancements we’ve implemented for SOFR support and seamless Pricing Method integration between AppPort, BatchCal, and Enterprise.

To register for this webinar, please click here.