Martinghoul, you have recommended stochastic vola models in the past. Can you recommend a stochastic model (with jumps ?) geared towards equities in the public domain that can be [easily ?] calibrated, and has (C#/C++) software that I can run to test it? I know Quantlib has Heston and others, but I find that understanding what the parameters should be and how to calibrate it is hard going. I need a little more hand-holding at this point.