we have just published the 7th release of ORE and ORE-SWIG, updating the codebase at https://github.com/OpenSourceRisk. ORE 7 depends on QuantLib 1.27.1 and QuantLib-SWIG 1.27.
The release contains many fixes and improvements over the past year that were triggered by our main sponsor’s (Acadia) use of ORE in their Initial Margin Risk Generator services. The full release notes can be found in the user user guide under the DOCUMENTATION menu on https://opensourcerisk.org.
With this release we have started publishing a wide range of additional financial instruments. You will see various Equity/FX Exotics in this release. Commodity, Credit, Hybrids, Exotics with scripted payoffs will follow in the next releases in quarterly steps, see also the Acadia press release and roadmap here: https://www.acadia.inc/news/acadia-announces-seventh-release-of-open-source-risk-engine-with-quarterly-releases-to-follow.
If you want to hear from Acadia about latest ORE developments, then feel free to sign up here (https://share.hsforms.com/1eqcUZ-9_QdSH__M7_YPSig43ul4) to receive updates by email.
Please explore ORE – download the release executable, or clone the repositories and build.
As usual, all feedback is welcome!