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