Please join us on Thursday, November 5th for an update of SOFR capabilities within PolyPaths. Full details and registration are available here.
Thursday November 5th – 2:00 PM ET
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. During the webinar, in addition to discussing these updates which are included in version 7.10, we will provide an updated PolyPaths’ roadmap to our future development as we continue to support the transition away from LIBOR.
To register for this webinar, please click here.