ORE can ‘absorb’ most of the market data relevant for pricing IR/FX products and more, in anticipation of subsequent releases. For example, market data comprises yield curve data (Deposits, FRAs,

Yes there is, you can find it on opensourcerisk.org. The roadmap outlines a future direction for ORE. Quaternion remains committed to showcasing the releases and sponsoring ORE’s developments. However, the

Yes, normal and shifted lognormal volatilities are fully supported on the basis of the QuantLib framework.

ORE is an open source project driven by the community. There is an outline roadmap but the best way to make a desired feature appear quickly is to contribute to

ORE does not cover the entire range of QuantLib instruments. For example, Inflation Swaps and Credit Default Swaps are in QuantLib though not accessible via ORE yet. That will change