Open Source Risk Engine

GPTKB entity

Statements (22)
Predicate Object
gptkbp:instanceOf gptkb:software
gptkbp:application quantitative finance
financial risk analytics
gptkbp:basedOn gptkb:QuantLib
gptkbp:developer Quaternion Risk Management
gptkbp:feature portfolio analytics
risk reporting
credit risk
market risk
valuation adjustment
market data management
trade modeling
simulation engine
XVA analytics
gptkbp:firstReleased 2016
https://www.w3.org/2000/01/rdf-schema#label Open Source Risk Engine
gptkbp:license gptkb:BSD_3-Clause_License
gptkbp:programmingLanguage gptkb:C++
gptkbp:repository https://github.com/OpenSourceRisk/Engine
gptkbp:website https://www.opensourcerisk.org/
gptkbp:bfsParent gptkb:Open_Source_Risk
gptkbp:bfsLayer 7