Home / Reply To: 11th Release

Home Forums General 11th Release Reply To: 11th Release


Hi Roland,

I wanted to as about the Jarrow-Yildrim model in scripted trade framework. The scripted userguide mentions that in JY model, real rate volatility and real rate reversion is constant and not calibrated but in non-scripted framework, userguide mentions that real rate reversion and real rate volatility can be calibrated. Going forward, is this feature planned to be incorporated in the scripted trade framework as well?


Sign up to hear about the latest ORE developments