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How is the quality of the release assured?

Clean design, avoiding duplication, a comprehensive test suite, variety of example and demo cases are measures to continuously assure the quality of release. Peer review of the first release will

Does the design of Quantlib cause performance issues for ORE?

The only element in QuantLib 1.8 that caused us some headache is the observer pattern. This works fine for day-one pricing, sensitivity calculation and stress testing, but causes performance issues

How do you integrate ORE in front-to-back solutions?

You can integrate ORE analytics in several ways: One is to map your market and trade data to the input file formats we have defined and that can be readily

Can other simulation models be used? How?

Absolutely. ORE will initially provide one market simulation modelling approach per risk factor class, but we are very open to adding more alternatives. This is what the community needs for

Can I plug my own C++ instrument pricers into the ORE?

Yes, you can. However, our style is to (re-)write additional pricers in QuantLib style and place them in ORE’s QuantExt library.

Is it necessary to have deep QuantLib knowledge to extend the ORE, e.g. adding a different model for calculating exposure or pricing?

ORE is based on QuantLib and uses QuantLib style especially in its “QuantExt” library. Adding different simulation models starts there so that familiarity with QuantLib is an advantage. Further amendments

How can I contribute?

We appreciate any feedback you post in the user forum at openriskengine.org. If you want to contribute code changes and extensions, then please fork the ORE repository at https://github.com/OpenSourceRisk/Engine and