SOFR Forward Curves in Variable-Rate Debt

Instead of manually referencing SOFR forward projections or manually updating a spreadsheet every time SOFR moves, users get live market-based rate projections built into their pro forma, so floating-rate debt sizing stays accurate without extra work. Development sources now include a "Variable - SOFR" rate type. Selecting it pulls Term SOFR (1-month) forward curve projections from CME for the next 24 months. Add your spread and Northspyre calculates the effective rate for every period automatically. Refresh the curve anytime to pull the latest data without losing your spread overrides.