An asian capfloor pricer against RFR

When Libor cease to be published, capfloors will refer to a risk free rate (RFR) that will be set in arrears. This will require a new pricer.

Is Strata planning to release an asian capfloor pricer against RFR? Is there a timeline for this?

Thank you,
Sandra

We are aware of these new products, but haven’t yet decided if we will implement them in Strata.

Thank you, @stephen.

Perhaps you know when decision will be made whether these products will be implemented in Strata or not.