The Open Source Risk Engine’s objective is to provide a free/open source platform for risk analytics and XVA. It is based on QuantLib and grew from work developed by market professionals and academics.

Sep 8, 2023 · Our program leverages the industry-leading Open Source Risk Engine (ORE) – a free/open source platform for pricing and risk analytics of traded instruments, providing contemporary …

View an extensive library of learning materials on YouTube covering all of the pricing and risk analysis possibilities with ORE so that you can take complete advantage of its capabilities.

Why should I use ORE instead of (or what is the difference to) other open source Risk Engines (e.g. : http://www.openriskcalculator.com/). a

In the Post Trade Solutions (formerly Acadia) Risk Services we run ORE wrapped into a Web Service framework, deployed via Docker on multiple nodes for industrial scale (“RESTORE”, still part of Post …

a trade. This conversion has no or small impact on the valuation and risk profile of a trade though and is therefore usually not part of the payofmodeling. As an example consider a Forward Volatility …

Moreover, the project aims at reaching academics and students who would like to teach or learn quantitative risk management using a freely available, contemporary risk application.

ORE is an application that provides a Monte Carlo simulation framework for contemporary risk analytics and value adjustments, simple interfaces (for trade data, market data and system configuration), …

It brings large-scale open-source risk models to the public domain to facilitate research and understanding through simple interfaces for trade/market data and system configurations, and simple …

First, thank you very much for everyone who contributed and maintained such an impressive code for risk management. I am a quant practitioner and have been building models, validating models for at …