LIBOR Transition: SOFR Support
As a reminder, our most recent release, version 7.10, includes several enhancements to facilitate portfolio analysis during the LIBOR transition, including full OAS support for SOFR-linked CMOs, structured notes, and swaps. Users may view and shock the SOFR curve side-by-side with Treasury and LIBOR and compare valuations and risk between SOFR and other benchmarks. For the latest update on our SOFR support in PolyPaths, clients can watch our webinar here. Please contact support@polypaths.com for more details on these enhancements and our roadmap related to the LIBOR replacement.