This is a pretty easy conversion, done in two parts: making the whip and changing the the model to wield the whip.
Sisters of sigmars have steel whips as the defining feature, so why use daggers?. Beside Daggers are a pretty bad weapon anyway.
Part one: making the whip: I used two thin metal wires that I twisted. I used a clamp to hold one end of the wires and an electric drill in the other end to twist the wires. Going slow result in the smootest twisting. Finaly I bend the twisated wires into shape and cut the wires into the correct length.
Part two: changing the model: I removed the dagger with a knife. Then I drilled a hole into the hand where the hilt of the dagger was. Finaly I glued the whip in place in the hole. The end to the original dagger is used as the whips handle.