Loading...
Home / Reply To: Is OpenSourceRisk a wrapper?

Home Forums General Is OpenSourceRisk a wrapper? Reply To: Is OpenSourceRisk a wrapper?

#3682
Roland Lichters
Keymaster

Hi studentt,

ORE adds new QuantLib-style models/processes/engines, market evolution methods, collateral modelling for variation margin and dynamic initial margin etc in three libraries (QuantExt, OREData, OREAnalytics). And it acts as a configurable application around these three libraries including QuantLib.

Please have a look at the FAQs and the user guide (see the link on the documentation page). That should give you an overview over the project and the relation to QuantLib.

Best regards,
Roland


Sign up to hear about the latest ORE developments