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What is it written in?

ORE is written in C++. ORE consists of three libraries (QuantExt, OREData and OREAnalytics) and a command line application that demonstrates how ORE’s functionality can be used. QuantExt uses C++98

Is there a technical document describing ORE?

Not yet, but we are working on an ORE book for that purpose.

Are there any tutorials for ORE?

Not yet, please feel free to contribute your experience with ORE in the form of a tutorial.

Is there a user guide for ORE?

Yes, a user guide is available here for download on opensourcerisk.org.

What is QuantLib?

QuantLib is the open source library for quantitative finance, see www.quantlib.org. ORE uses QuantLib heavily.

What is Open Source Risk Engine?

Open Source Risk Engine (ORE) ia an Open Source Software project, designed for contemporary pricing and risk analytics of traded financial products. It aims at establishing a transparent peer-reviewed framework


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