September 28, 2020

Introduction to Open Source Risk Engine (ORE) XML Video

This short video is the first in a series of introductory webinars that introduce various aspects of the Open Source Risk Engine (ORE). Scott Sobolewski, Principal at Quaternion, walks you through the ORE XML trade detail specification, which serves as the primary input into ORE’s pricing and risk calculations. ORE XML captures the individual trade economics for any type of OTC derivatives instrument – for more detail, please visit

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