Hybrid Heston Hull-White Model


#1

Hi,

Keen to know if there is any specific medium term plans to implement Models to value Equity Structures, e.g. Hybrid Heston Hull-White Models?

Thanks and best regards,
Sanjeev


#2

Strata is backed by OpenGamma and we tend to prioritise asset classes based on our commercial customers. If you are interested in pushing for particular models or asset classes, please feel free to contact us. As it stands, we have no equity support at all, thus we are a fair way off this particular model.

thanks