RFR Swaps implementation of IsdaCreditCurveNode

There is no RFR Swap node implementation of IsdaCreditCurveNode which I believe is a prerequisite to support the RFR swap inputs in CDS pricing. At the end of 2021 it will not be possible to use the IsdaCompliantDiscountCurveCalibrator for GBP and others that have migrated to RFRs from IBOR, thus you won’t be able to price these CDS at all. Is there a plan to support it? I.e. an RFR version of SwapIsdaCreditCurveNode which is Ibor specific.
I do see some other posts and issue #1911 appears to be close to this but not precisely the same thing (that one is basis swaps)