What is ORE XML?
ORE XML is an open source XML standard geared towards pricing and analytics of derivatives and other financial instruments. It establishes a protocol for describing and sharing financial instrument information electronically. The ORE XML representation closely maps the underlying QuantLib/QuantExt trade representation.
ORE XML is an open standard, available to all at no cost, and open to contribution from all. It is compliant with, and based on XML (Extensible Markup Language), the data-description meta language for describing data shared between applications.
Extensibility is one of the main features of ORE XML and XML in general, meaning that it is possible to add or modify content models.
Sample XML Code
Here you can find complete ORE XML trade examples of the Interest Rate asset class. Multiple trade types including variants such as amortising notional, varying caps, floors, spreads, rates and gearings are displayed. Have a look through the example trades from the menu.
For the full range of fields and available configurations for each trade type, see the provided links to the relevant sections in the [Guide to the ORE XML Trade Format].
Note that ORE XML is extendable, and the trade examples are a sample of the entire product coverage of ORE XML.
Here you can find complete ORE XML trade examples of the Foreign Exchange asset class. Have a look through the example trades from the menu.
For the full range of fields and available configurations for each trade type, see the [Guide to the ORE XML Trade Format] – links to the relevant sections are provided for each trade example in the menu to the right. Note that ORE XML is extendable, and the trade examples are a sample of the full product coverage of ORE XML.
Here you can find complete ORE XML trade examples of the commodity asset class. Have a look through the example trades from the menu.
For the full range of fields and available configurations for each trade type, see the [Guide to the ORE XML Trade Format] – links to the relevant sections are provided for each trade example in the menu to the right. Note that ORE XML is extendable, and the trade examples are a sample of the entire product coverage of ORE XML.
Here you can find complete ORE XML trade examples of the equity asset class. Have a look through the example trades from the menu.
For the full range of fields and available configurations for each trade type, see the [Guide to the ORE XML Trade Format] – links to the relevant sections are provided for each trade example in the menu to the right. Note that ORE XML is extendable, and the trade examples are a sample of the entire product coverage of ORE XML.
Here you can find complete ORE XML trade examples of the credit asset class. Have a look through the example trades from the menu.
For the full range of fields and available configurations for each trade type, see the [Guide to the ORE XML Trade Format] – links to the relevant sections are provided for each trade example in the menu to the right. Note that ORE XML is extendable, and the trade examples are a sample of the entire product coverage of ORE XML.
Here you can find complete ORE XML trade examples of the inflation asset class. Have a look through the example trades from the menu.
For the full range of fields and available configurations for each trade type, see the [Guide to the ORE XML Trade Format] – links to the relevant sections are provided for each trade example in the menu to the right. Note that ORE XML is extendable, and the trade examples are a sample of the entire product coverage of ORE XML.