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One truth about working with test equipment is you always need the cable or adapter you don't have in your toolbox. That's why we love these terminal-block BNC (Bayonet Neill–Concelman, for those in the know) connectors so much. No soldering required! Use stranded or solid core wire and a small screw driver to create custom wiring jigs.
This is the BNC Male Plug Terminal Block. BNC connectors are one of the most common connectors for signal connections such as:
Please note that usually these connectors are attached to coaxial cable with specific impedances. If you have specific matching needs, this probably won't work for you.