{"repo":"OpenSourceRisk/Engine","free":true,"listed":false,"github":"https://github.com/OpenSourceRisk/Engine","clone":"git clone https://github.com/OpenSourceRisk/Engine.git","description":"Open Source Risk Engine","language":"C++","stars":773,"topics":["quantitative-finance"],"license":null,"category":"trading","readme_excerpt":"ORE The Open Source Risk project aims at establishing a transparent peer-reviewed framework for pricing and risk analysis that can serve as a benchmarking, validation, training, teaching reference an extensible foundation for tailored risk solutions Open Source Risk Engine (ORE) provides contemporary risk analytics and value adjustments (XVAs) interfaces for trade/market data and system configuration (API and XML) simple application launchers in Excel, LibreOffice, Python, Jupyter various examples that demonstrate typical use cases comprehensive test suites ORE is based on QuantLib, the open source library for quantitative finance, and it extends QuantLib in terms of simulation models, financial instruments and pricing engines. ORE is sponsored by Acadia Inc as part of the firm's commitment to transparency in pricing methods and risk analytics applied in the industry. ORE is free/open software, provided under the Modified BSD License, which permits using and modifying the code base as well as incorporating it into commercial applications. Documentation A detailed User Guide is provided that covers installation instructions description of how to run the examples and which results to expect trade and market data structure application configuration methodology overview API Reference The source code is documented in doxygen, the API reference is available on the OpenSourceRisk project site. License Open Source Risk Engine (ORE) is Copyright (C) 2016-2021 Quaternion Risk Managemen","default_branch":null,"files":null,"tree":[],"storefront":"/r/OpenSourceRisk","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/OpenSourceRisk/Engine/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}