ORE Academy

Open-Source Risk Engine (ORE) project - One of the largest, most trusted and most powerful C++ libraries in the financial industry.

It is based on QuantLib and grew from work developed by market professionals and academics.

ORE is sponsored and maintained by Acadia – leading industry provider of integrated risk management services for the derivatives community (see links below).

The ORE project aims at establishing a transparent peer-reviewed framework for pricing and risk analysis that can serve as:
- Benchmarking
- Validation
- Training
- Teaching reference
- Extensible foundation for tailored risk solutions

ORE provides:
- Contemporary risk analytics and value adjustments (XVAs)
- Interfaces for trade/market data and system configuration (API and XML)
- Simple application launchers in Excel, LibreOffice, Python, Jupyter
- Various examples that demonstrate typical use cases
- Comprehensive test suites