Roland Lichters
Roland Lichters
Hi, apologies for the late reply - indeed, you should be able to represent that payoff as a scripted trade, but we haven't got an out-of-the box example there. Would...
Hi, we are preparing for the 12th release with new features that need internal approval. We expect the release to appear in May and then to get back to the...
Hi AmitGee, that‘s right- we provided that additional zip to include the ore.exe binary, but could not this time: Since release 11 we are obliged to run code scans using...
Hi Roland, I have added ore-1.8.12.zip (just this, no tgz, as before) that contains the two Windows executables in the same location as before (App/bin/x86/Release and App/bin/Win32/Release). Best wishes, Roland
Hi Roland, that's another good point. I have just included the QuantLib tree in ore-1.8.12.zip. That package it is complete now, at least in the sense that it builds for...
Hi Andrew, did you build from sources as described in the user guide https://www.opensourcerisk.org/wp-content/uploads/2022/12/userguide.pdf? And if so, please check where the ore executable is on your file systems and then...
Hi Reda, ouch, this is a glitch in the plot routine (in ore_example_helpers.py, it is missing the first Swaption value and offsets the entire series). We will fix this with...
Hi Roland, likewise here - I'll incorporate your changes manually because your PR touches the user guide. Best wishes, Roland