PolyPaths Shifted Lognormal Lattice

As part of version 7.11 release, we extended our existing trinomial tree model for callable bonds by adding a Shifted Lognormal Trinomial Tree as a new options model. Clients can now watch our webinar here where we overview the motivation of the model, discuss recommendations, cover some model validation features, and touch upon some upcoming version 7.12 enhancements in relation to the model.