Add to ORKGParameters of equity pricing models, such as the Heston's stochastic volatility model, have to be calibrated every day to new market data of European vanilla options by minimizing a particular functional. Hence, the optimal parameter set might turn out to vary significantly on a daily basis, depending on the quality of the initial guess and therefore on the local minima which is reached by the local optimizer method. However, thanks to the emergence of market data for volatility derivatives, practitioners might resort to time series or market quotes to determine some of the model parameters beforehand and perform therefore a calibration on a reduced parameter set. In particular, the spot variance v_0 of the Heston model can be inferred befo...