Open Source Risk Engine (ORE) released

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Open Source Risk Engine (ORE) released

Roland Lichters-4
Dear all,
 
Quaternion Risk Management today announces the launch of opensourcerisk.org and ORE - the first end-to-end open source risk application based on QuantLib (quantlib.org).  ORE will provide complex risk analytics for financial institutions through a series of releases.  This first release covers plain vanilla interest rate and foreign exchange derivatives.  Further releases will expand the analytical and product scope.

We will also release a visualisation of ORE's output in collaboration with Columbia University's School of Professional Studies and other partners next month.

We hope that this release 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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Re: Open Source Risk Engine (ORE) released

John O'Sullivan
Took me a while to find the github link, which is buried in the FAQ: https://github.com/OpenSourceRisk/Engine

Cheers
John

On 12 October 2016 at 12:16, Roland Lichters <[hidden email]> wrote:
Dear all,
 
Quaternion Risk Management today announces the launch of opensourcerisk.org and ORE - the first end-to-end open source risk application based on QuantLib (quantlib.org).  ORE will provide complex risk analytics for financial institutions through a series of releases.  This first release covers plain vanilla interest rate and foreign exchange derivatives.  Further releases will expand the analytical and product scope.

We will also release a visualisation of ORE's output in collaboration with Columbia University's School of Professional Studies and other partners next month.

We hope that this release 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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