Challenge made a full line of knives including 4-bladers in patterns: scout, senator, cattle, stockman and congress knives that I can think of at first blush, plus the Orange Blossom Whittler pattern. I have even seen a 6-blade Challenge Congress.
According to Phil Pankiewicz in 'New England Cutlery' c. 1986, the "Challenge" trademark originally belonged to the B. J. Eyre company of Sheffield, England. The Frederick Weibusch Company of New York City purchased the Eyre company and along with it the trademarked Challenge name. Frederick Weibusch died in 1893 and the Weibusch and Hilger Company, also of NYC was formed. They set up a factory in Bridgeport, CT to make and sell razors. This factory was probably originally owned and operated by the Hatch Cutlery Co.
The exact date that Challenge began to make pocket knives is not stated in Mr. Pankiewicz's work. Various city business directories of Bridgeport show three different addresses for Challenge Cutlery Corp between 1898 and 1907 with an address at 46 Seymour Street being the last. So, I would think that their pocketknife production began around the turn of the century, give or take a year or two.
Hope this helps some, Eric