Several recent enhancements have been made to support the secured overnight financing rate (SOFR) in PolyPaths including a dual-curve framework for SOFR that incorporates SOFR Basis Swap data, swaption valuation under the SOFR Basis Swap framework, integration with our vendor partners including an Intex Transition Model forecast, and updates to measuring risk and stress relative to SOFR. Clients can watch our webinar here for more details. Please contact support@polypaths.com on how PolyPaths can help you during the SOFR transition.