PolyPaths Version 7.12 Highlights Webinar Recording Now Available

PolyPaths Version 7.12 includes several enhancements related to reporting, modeling, and ease of use. Clients can now watch our webinar here 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.