Open Source Risk Engine (ORE) released

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view

Open Source Risk Engine (ORE) released

Roland Lichters-5
Dear all,
ORE is the first end-to-end open source risk application based on QuantLib, see and

This second release adds coverage for bonds, equity and inflation derivatives, as well as a framework for sensitivity analysis and stress testing.

We hope that ORE will accelerate the process of the professional risk community embracing the Open Source opportunity to create a global standard. 
Please download the code and information at and engage with your peers through the forum to contribute to the development of the next generation global risk standards.

Best regards,

Check out the vibrant tech community on one of the world's most
engaging tech sites,!
QuantLib-dev mailing list
[hidden email]