Open Source Risk Engine (ORE) 1.8.2.0 released

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Open Source Risk Engine (ORE) 1.8.2.0 released

Roland Lichters-5
Dear all,
 
ORE is the first end-to-end open source risk application based on QuantLib, see opensourcerisk.org and github.com/opensourcerisk/engine.

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 opensourcerisk.org and engage with your peers through the forum to contribute to the development of the next generation global risk standards.

Best regards,
Roland


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