[Quantlib-dev] Open Source Risk Engine (ORE) 1.8.4.1 released

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

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 fourth release extends the
- product range, adding Equity swaps, CMS spread options and the 6th asset class starting with commodity forwards and options
- analytics, adding KVA to the value adjustments
- unit test framework, examples and user guide
- build system, adding CMake

This release also starts ORE SWIG wrappers with focus on Python in a separate repository github.com/opensourcerisk/ore-swig <http://github.com/opensourcerisk/ore-swig>

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