Open Source Risk

GPTKB entity

Statements (28)
Predicate Object
gptkbp:instanceOf gptkb:software
gptkbp:abbreviation gptkb:ORE
gptkbp:alsoKnownAs gptkb:Open_Source_Risk_Engine
gptkbp:application financial risk analytics
gptkbp:basedOn gptkb:QuantLib
gptkbp:category gptkb:software
risk management software
gptkbp:developedBy Quaternion
gptkbp:documentation https://www.opensourcerisk.org/documentation/
gptkbp:feature risk reporting
credit risk
market risk
counterparty risk
XVA calculations
market data management
trade modeling
gptkbp:firstReleased 2016
https://www.w3.org/2000/01/rdf-schema#label Open Source Risk
gptkbp:license gptkb:BSD_3-Clause
gptkbp:programmingLanguage gptkb:C++
gptkbp:repository https://github.com/OpenSourceRisk
gptkbp:usedBy universities
banks
asset managers
consulting firms
gptkbp:website https://www.opensourcerisk.org/
gptkbp:bfsParent gptkb:OSR
gptkbp:bfsLayer 6