Please join us on Thursday, February 17th to walk through several of the key highlights of version 7.12, including additional features in support of LIBOR transition, complete specification of Market Rates from CSV, ability to model primary-secondary spread as a logistic function, and enhancements to shock volatility surfaces independently when stress testing. Full details and registration are available here.

Thursday February 17th - 11am ET
PolyPaths Version 7.12: Features Showcase

PolyPaths Version 7.12 includes several enhancements related to reporting, modeling, and ease of use. Please join us for this overview session where we will provide a walkthrough of several key highlights of this new release. Topics will include:

• LIBOR Transition & SOFR Support
• Prepayment, Credit, & Current Coupon Modeling
• Stress Testing
• Reporting & Risk Enhancements
• MSR and Loans
• Structured Products
• Callable Instruments

To register for this webinar, please click here.