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User Guide: Start here - introduction, installation instructions, example use cases, parametrisation
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Products: Full catalogue of supported financial instruments and pricing models, including scripted payoffs
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Methods: Summary of simulation, xva and risk methods used in ORE
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Design: Introduction into the internal workings of ORE's stack of libraries
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American Monte Carlo: Implementation of American Monte Carlo simulation in ORE
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Scripted Trade: Scripted trade framework, representation of Exotics using ORE's payoff script language
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Compute Environment: Implementation of ORE's interface to GPUs
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Credit Model: A proof of concept credit portfolio model implementation in ORE inspired by Credit Metrics, integrating credit and market risk
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Formula Coupon: Predecessor of the scripted trade framework, supporting composite coupons with multiple indices