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 are then also required in the data and analytics libraries closer to the application layer. The design of the latter two libraries is less QuantLib-style.

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