With Your Open Source,
You're in Control.
Acadia Quant Services embraces an open-source approach in both code and culture, offering you speed, support, and complete control over your pricing and risk analysis.
Open Source Risk Engine.
Openly Trusted.
Acadia’s Open Source Risk Engine (ORE) is the pricing and risk analysis tool that’s trusted and relied upon by the global financial community. Now in its 12th release, ORE is fast, flexible, user friendly and offers the comprehensive analytics you need.
ORE Analytics
Analytics for financial instruments (derivatives, bonds & loans) across six asset classes (interest rates, foreign exchange, inflation, equity, credit and commodity) using our state-of-the-art scripting language for complex products:
Valuation, CSA pricing and XVA calculation. Market risk analysis, sensitivity analysis, stress testing, Value-at-Risk.
Credit exposure simulation.
ORE is Flexible And User- Friendly
ORE is designed to be accessible to end users and provide:
- A simple command-line application with input/output files.
- Transparent interfaces for trade data, market data, system configuration.
- A detailed user guide with a large range of examples of ORE usage.
- Integration with python, unleashing the flexibility and possibilities of jupyter notebooks
- Library of training videos ORE Academy
The Technical Details
ORE is written in C++ and it is based on QuantLib, the “free/open-source library for quantitative finance”, which in turn depends on the Boost C++ libraries (boost.org). ORE provides a hierarchy of libraries for QuantLib extensions, data management and risk analytics which allow full extensibility. ORE’s SWIG language bindings facilitate integration of ORE with applications written in Python or Java.
Additional Resources
Acadia
Case Studies
To find out more about Open-Source Risk Engine, download a case study today.
![](https://cdn.prod.website-files.com/607ef0e541214f045ac8c6dc/669e3000b81f900a87c5d03f_Backtesting%20Case%20Study.jpg)
![](https://cdn.prod.website-files.com/607ef0e541214f045ac8c6dc/669e622b12daeba67088a3df_SWES.jpg)
Our Solutions.
Open to Everything.
Acadia’s Open Source Risk Engine (ORE) is the pricing and risk analysis tool that’s trusted and relied upon by the global financial community. Now in its 12th release, ORE is fast, flexible, user friendly and offers the comprehensive analytics you need.
Valuations
Risk Model Development& Risk Analytics
Model Risk Management / Model Validation
Regulatory Compliance& Approval
Finance & Accounting
Open-Source Risk Engine (ORE)
Quantitative Derivatives Pricing & Risk Modeling Program
Open to
Something Bigger.
As part of LSEG, Acadia offers you access to robust technology and security, together with the infrastructure you have a right to expect from a global leader. This is where speed and scale come together with integrity and accountability.
What our clients are saying
Senior Treasury Operations Manager at UK-based Nationwide Building Society
Head of Risk Control at Nordea
Global Head of Rates, JP Morgan
We’re Open for Business. Book a Consultation Today
Open Source Risk Engine is designed to enable the bespoke solutions your organisation needs. Book a no obligation consultation with a member of our Quant Team today, to find out how it can open up a world of opportunities in pricing and risk analysis.
Acadia’s bi-monthly
market insights