[Anonymous]

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?

Thanks

[Anonymous]

Hi Roland,

Many thanks for this release and including scripted trade framework in this release. I am trying to use the pre compiled ORE executable located under App/bin/x64/Release/ as described in the userguide. However, I couldn’t find this folder in this release. Can you please mention where can I find pre compiled ORE executable?

Thanks

[Anonymous]

Hi Roland,

I am using ORE v6. Since in this version credit simulation is implemented, wanted to ask if is it possible simulate bond prices?

Thanks

[Anonymous]

Hi,

It is mentioned in the latest ORE user Guide ( 19 June 2020) that CDS exposure simulation will be available in the next ore release. Can you please mention the expected time of new ore release and will both CDS and repos exposure simulation be included in that?

Thanks

[Author]

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