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Copy file name to clipboardExpand all lines: Docs/UserGuide/userguide.tex
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@@ -3136,29 +3136,31 @@ \subsection{ORE Python Module}% Example 42
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{\tt cd Example\_42}
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\medskip
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The examples require Python 3, the actual ORE Python module is then installed with a one-liner, see below. However, to separate ORE from any other Python environments on your machine, we recommend creating a virtual environment first. In that case the steps are as follows:
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The examples require Python 3. The ORE Python module is then installed with a one-liner, see step 3 below. However, to separate ORE from any other Python environments on your machine, we recommend creating a virtual environment first. In that case the steps are as follows.
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\begin{itemize}
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\begin{enumerate}
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\item To create a virtual environment: {\tt python -m venv env1}
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\item To activate this environment on Windows: {\tt .{\bs}env1{\bs}Scripts{\bs}activate.bat} \\
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or on macOS/Linux: {\tt ./env1/bin/activate }
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\item Then install ORE:\\
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\item Then install the latest release of ORE:\\
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{\tt pip install open-source-risk-engine }
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\item And try examples:\\
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\item Try examples:\\
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\begin{itemize}
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\item {\tt python ore.py} \\
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This demonstrates the Python-wrapped version of the ORE application that is also used in the command line application {\tt ore.exe}. We use it here to re-run the Swap exposure of {\tt Example\_1}.
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\item {\tt python ore2.py} \\
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This extends the previous example and shows how to access and post-process ORE in-memory results in the Python framework without reading files.
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\item {\tt python commodityforward.py} \\
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The ORE Python module also allows lower-level access to the QuantLib and QuantExt libraries, demonstrated here for a CommodityForward instrument defined QuantExt.
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The ORE Python module also allows lower-level access to the QuantLib and QuantExt libraries, demonstrated here for a CommodityForward instrument defined in QuantExt.
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Note that the ORE Python module contains the entire QuantLib Python functionality.
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\end{itemize}
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More use cases of the ORE Python module, including Jupyter notebooks, can be found in the ORE SWIG repository, in particular in folder OREAnalytics-SWIG/Python/Examples.
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\item Finally you can deactivate the environment:
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{\tt deactivate} \\
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More use cases of the ORE Python module including Jupyter notebooks can be found in the ORE SWIG repository, in particular in folder OREAnalytics-SWIG/Python/Examples.
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\item You can deactivate the environment with {\tt deactivate} \\
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or even fully remove the environment again by removing the {\tt env1} folder.
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\end{itemize}
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\end{enumerate}
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You can build the Python module and installable packages yourself following the instructions in sections \ref{sec:oreswig}, \ref{sec:win_wheel}, \ref{sec:nix_wheel}
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based on your local ORE code. {\tt pip install open-source-risk-engine } will always provide the latest release.
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Finally, you can build the Python module and installable packages yourself following the instructions in sections \ref{sec:oreswig}, \ref{sec:win_wheel}, \ref{sec:nix_wheel}
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