[Quantlib-dev] Open Source Risk Engine (ORE) 1.8.3.0 released

[Roland L. <rol...@go...>]

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 third release extends the 
- sensitivity framework (adding inflation, equity and credit)
- MC simulation framework (adding inflation simulation to IR/FX/EQ)
- product range (adding CMS, CMS Caps/Floors, CDS, as well as Bond amortisation structures)
- risk methods (adding a parametric, delta gamma normal, Value at Risk)
- unit test framework and examples

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