Open Source Risk Engine

ORE accepts portfolio and market data, applies the selected model and analytics configuration, then writes reports for further analysis. Its components separate instrument and model extensions, data handling and analytics. Spreadsheet, Python and Jupyter launchers provide additional ways to work with the engine.

A practical starting point is a public release archive for Windows, Linux or macOS. It includes executable files and examples, with a helper script available to fetch the example set when needed. Run a supplied case first to understand its file layout, then replace the portfolio, market inputs and configuration for the intended study. No ORE account is needed for the public downloads.

The documentation index gives each reference a distinct purpose. The User Guide covers installation, workflow settings and market conventions. The Product Catalogue maps instruments to trade and pricing-engine configurations. The Methods reference explains the analytics.

Outside the supplied examples, data preparation is your responsibility. ORE requires its own portfolio XML and market-data formats; it has no standard provider connector or ready-made FpML converter. A team can build mapping code, use files with the command-line executable, or integrate through the C++ interface. Reports are written to the filesystem for downstream tools. ORE also supports a smaller instrument set than the entire QuantLib library.