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The Open Source Risk Engine is an opensource software project for risk analytics and xVA. It is written (mostly) in C++ and based on QuantLib. In this post we explain how the ORE can be built from source in Visual Studio 2017.
Building Open Source Risk Engine (Quaternion ORE) in VS2017 without Git
Building Open Source Risk Engine (Quaternion ORE) in VS2017 without Git
