Reference manual - version qle_version

The Open Source Risk Project aims at establishing a framework for transparent pricing and risk analysis that can be adapted for production purposes in financial institutions and used as a benchmarking and validation tool to test in-house and vendor solutions applied in the industry.

OpenSourceRiskEngine aka ORE (http://opensourcerisk.org) is the software project implementing this framework. ORE comprises three libraries written in C++. It is based on QuantLib (http://quantlib.org), the free/open source library for quantitative finance.

ORE is released under the modified BSD License. It is free software and you are allowed to use, copy, modify, merge, publish, distribute, and/or sell copies of it under the conditions stated in the ORE License.

ORE and its documentation are distributed in the hope that they will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ORE License for more details.