[Quantlib-dev] ORE v9 is out

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

Dear all,

our next ORE release is out on https://github.com/OpenSourceRisk

As announced, we have rolled out a range of credit and bond derivatives this time,
see the release notes for details.

Moreover,

  *   American Monte Carlo simulation is integrated now (Example 39)
  *   par sensitivity analysis has been added (Example 40)
  *   there are additional parametric VaR types including Delta-Gamma Saddlepoint
  *   we have added multi-threading support to sensitivity analysis and exposure simulation (Example 41)
  *   And finally, our ORE Python module can now be installed with “pip install open-source-risk-engine”, and it allows querying ORE results and amending inputs in memory within the Python framework. See Example 42 for a start and more examples in the ORE SWIG repository.

Please explore, all feedback is welcome!

And join us at the Acadia Quant Summit in London this month https://www.acadia.inc/quant-summit-london to see and discuss ORE.

Best wishes,
Roland
Roland Lichters
Quantitative Services
[Logo  Description automatically generated]
Maurenbrecherstrasse 16, 47803 Krefeld, Deutschland
office +49 2151 9284800 mobile +49 172 9985795
rol...@ac...<mailto:rol...@ac...>
acadia.inc<https://acadia.inc/>

[signature_2811593998]<https://www.youtube.com/channel/UCsMyFt94Jyfwo-ecLBpy5xw>[signature_1151196288]<https://twitter.com/AcadiaSoft_>[signature_3977098555]<https://www.linkedin.com/company/acadiasoft-inc>



The information contained in this e-mail, and any attachment, is confidential and is intended solely for the use of the intended recipient. Access, copying or re-use of the e-mail or any attachment, or any information contained therein, by any other person is not authorized. If you are not the intended recipient please return the e-mail to the sender and delete it from your computer. The acadia.inc privacy policy is available on our website.