Engine
Engine copied to clipboard
OpenSourceRisk
Open Source Risk Engine
Added a new curve which can be used in case of several eligible currencies for collateralization. Documentation is still in progress.
This pull request incorporates modifications from QuantLib, enabling the handling of negative payment lags, as implemented in [QuantLib PR #1818](https://github.com/lballabio/QuantLib/pull/1818). It is recommended to merge this pull request after updating...
Hi, I think these old branching and deprecation handling definitions can be safely removed. It seems the bond curve fitting test would not even trigger before due to the version...
This PR enhances the GitHub Action workflows for Linux and Windows by incorporating tests for QuantExt, OREData, and OREAnalytics. To enable the execution of Boost unit tests statically on Linux,...
Hi, I noticed that updates to the user guide for release 12 were made on January 15, which aligns with the recent pattern of three-month-ish release cycles. Could you please...
boost 1.84.0 has _WINVER [defaulted](https://github.com/boostorg/winapi/blob/boost-1.84.0/include/boost/winapi/config.hpp#L123) to BOOST_WINAPI_VERSION_WIN10 which is different from the one hardcoded in this [commit](https://github.com/OpenSourceRisk/Engine/commit/d55b85170d686a53f7a3f9dd1e354ec5e5ff55eb), resulting in compilation failure.
Hi, I wanted to lift an issue on the user guide to collect and track documentation faults, inconsistencies, and other requested bits. Some of these I hope to fix and...
Dear All! As I'm using the alerts to signal/notify immediately actionable issues with the calculation run (results are wrong/not as expected), I'd like to ask for a change of this...
Hi, as mentioned, I changed the remaining ALOGs to WLOGs for deprecation warnings.
When progressing with my upgrade from 1.6 to 1.11., I've come across another problem, this time this starts already to show up in 1.7. Starting with version 1.7., ORE complains...