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I am trying to create local image of risk analytics Access is denied on below repositories. Kindly grant access , my git username is vadaliah docker pull lballabio/ore docker tag...

vadaliah

Hello Could you please advice if this command is wrong, or if there is any outstanding issue with docker images? Any reference guide please? docker-compose -f docker-compose-boost.yml -f docker-compose-ore.yml -f...

pmirla

When running the parametric VAR with a covariance file that I produced with https://github.com/rkapl123/Tools/tree/main/VarInput I receive an error: ALERT [2024-Aug-10 15:57:36.970337] (OREAnalytics\orea\app\oreapp.cpp:303) : Error in ORE analytics: ParametricVar: input covariance...

rkapl123

historical vs. parametric VAR analytic parameter mixup

1

Hi, after trying to start historic VAR analyses and getting the output in a different file (histvar.csv), I found that the historic var analysis somehow mixes up configuration (and maybe...

rkapl123

the ore-python modules is missing the method: "setScriptLibrary"

1

``` import ORE as ore params = ore.InputParameters() print(params.__dir__()) ``` I found that it is missing the method: "setScriptLibrary".

JulianGong

This PR adds: 1. Multi-stage Dockerfiles for `centos-stream9`, `debian11` and `fedora40` which compile & test (with Examples), and package minimal container images for executing ore-engine within a Container, thus avoiding...

nickcmaynard

Scripted trade does not generate past cashflows when value date is strictly after the last settlement date

10

true how to reproduce: - change value date to any date strictly after after the last settlement date result: - cashflow table is empty expected result: - return the past...

quantthingy

in Scripted Trade, add the fixing date in the cashfow information

1

For scripted trades, it looks like the LOGPAY function does not report the fixing date is the cashflow information From my testing in in c++, the field cf.fixingDate is empty,...

quantthingy

In the latest release was introduced instrument `CallableSwap` to replace the package of deals made up of a Swap and a Swaption. For most of our tests, replacing the package...

noonediesalone

Malformed today's market calibration CSV due to commas in calendars

1

Hi, Small issue here. JointCalendar names are not wrapped with quotes when written to CSVs, causing parsing failures when the CSV separator is also a comma. See the below example:...

gbfredrik