Learn the possibilities within ORE

To illustrate how this works, we use data from the video "TA001 - Equity Option with Implied Volatility Surface" which is in EUR, then we configure the inputs files and finally, we add the required market data for a USD collateralization. This involves adding the followings curves in curveconfig.xml and todaysmarket.xml and all the corresponding market data in the marketdata.txt file:
- 1 EUR-USD Cross-Currency Curve
- 1 USD Discounting Curve
- 1 USD Projecting Curve
- 2 new EUR Projecting Curves

It is recommended to watch this video when starting to learn about ORE as it gives a good overview of all the files involved when performing any analysis, from simple NPV to more complex CVA (some additional files are needed in this situation though).
There are 3 parts talked about for the master file:
- Setup: This part contains general information about the date of the calculation, the location of the input/outputs files, the verbosity of the log file...
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- Markets: This part is useful when a specific market configuration needs to be created
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- Analysis: This part provides information about the type of analysis that needs to be performed

In particular, we describe the following inputs files:
- Master (or ore.xml)
- Todaysmarket
- Curveconfig
- PricingEngine
- MarketData

How to set up ORE to calculate the NPV of an equity option with implied volatility surface.
‍This is a good video to watch for beginners as it goes into a bit more detail regarding the connection between all input files than the pricing videos that will be produced next.