|
From: Roland L. <rol...@qu...> - 2017-05-05 11:40:14
|
Dear all, ORE is the first end-to-end open source risk application based on QuantLib, see opensourcerisk.org <http://opensourcerisk.org/> and github.com/opensourcerisk/engine <https://github.com/opensourcerisk/engine>. This second release adds coverage for bonds, equity and inflation derivatives, as well as a framework for sensitivity analysis and stress testing. We hope that ORE will accelerate the process of the professional risk community embracing the Open Source opportunity to create a global standard. Please download the code and information at opensourcerisk.org <http://opensourcerisk.org/> and engage with your peers through the forum to contribute to the development of the next generation global risk standards. Best regards, Roland |