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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 benchmarking in our opinion. We would suggest that you start with exploring the methodology (see user guide appendix) and then continue checking how this is implemented in the QuantExt, OREData and OREAnalytics libraries.


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