Open Source Risk EngineQuantitative analytics and risk calculations for financial portfolios.
Quantitative analytics and risk calculations for financial portfolios.
Open Source Risk Engine provides pricing, risk analytics and valuation adjustments for financial portfolios. It extends QuantLib with simulation models, instruments and pricing engines, accepting trade data, market data and configuration through APIs or XML. Teams can integrate it into tailored risk applications or use launchers in Excel, LibreOffice, Python and Jupyter for analysis, validation and teaching.
Open Source Risk Engine official README · Reviewed 2026-10-22
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Repository created
2016-10-07
Repository push
2026-09-15
2016-10-07GitHub release
2026-09-15 · 1.8.17.0Repository push
2026-09-15
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GitHub release
Published 2026-09-15
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