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