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jenkins
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git subrepo pull (merge) ore
subrepo: subdir: "ore" merged: "145fee294a" upstream: origin: "git@gitlab.acadiasoft.net:qs/ore.git" branch: "master" commit: "a4a8acdc3f" git-subrepo: version: "0.4.6" origin: "https://github.com/ingydotnet/git-subrepo" commit: "73a0129"
2 parents 8183ef8 + a4a8acd commit d400c47

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App/ore.cpp

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#include <orea/app/oreapp.hpp>
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#include <ored/utilities/initbuilders.hpp>
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#include <orea/app/initbuilders.hpp>
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#include <qle/version.hpp>
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return -1;
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}
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ore::data::initBuilders();
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ore::analytics::initBuilders();
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string inputFile(argv[1]);
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Docs/Design/ore_design.tex

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\subsubsection{Pricing Engines, Engine Factory}
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Each trade is linked with a pricing engine during the trade's build process. In order to limit the number of engines to be constructed (and to limit memory usage), ORE reuses engines as far as possible. This is achieved by the {\tt EngineBuilder},
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{\tt EngineFactory} and {\tt LegBuilder} classes. Currently, ORE provides 36 concrete ``default'' engine and leg builders when the {\tt EngineFactory} is constructed, see ored/utilities/initbuilders.cpp. The design here is extensible so that developers can add their own engine builders to the
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{\tt EngineFactory} and {\tt LegBuilder} classes. Currently, ORE provides 36 concrete ``default'' engine and leg builders when the {\tt EngineFactory} is constructed, see orea/app/initbuilders.cpp. The design here is extensible so that developers can add their own engine builders to the
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factory when extending ORE. For this purpose the {\tt EngineFactory} class provides the {\tt addExtraBuilders} member function.
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Figure \ref{fig_OREDPortfolio} shows the relationships of these classes:

Docs/UserGuide/allowablevalues.tex

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TWD,TZS,UAH,UGX,USD,USN,UYI,UYU,UYW,UZS,
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VES,VND,VUV,WST,XAF,XAU,XCD,XOF,
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XPF,XSU,XUA,YER,ZAR,ZMW,ZWL}
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\\ \hline Minor Currencies & \makecell[l]{\emph{GBp, GBX} (for pennies of GBP) \\ \emph{ILa, ILX} (for agorot of ILS) \\ \emph{ZAc, ZAC, ZAX} (for cents of ZAR) \\
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\\ \hline Minor Currencies & \makecell[l]{\emph{GBp, GBX} (for pennies of GBP) \\ \emph{ILa, ILX, ILs, ILA} (for agorot of ILS) \\ \emph{ZAc, ZAC, ZAX} (for cents of ZAR) \\
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Note: Minor Currency codes are only supported for equity products. } \\ \hline
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%Pre-Eurozone Currencies & \emph{ATS, BEF, DEM, ESP, FIM, FRF, GRD, IEP, ITL, LUF, NLG, PTE} \\ \hline
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Precious Metals treated as Currencies & \emph{XAG, XAU, XPD, XPT} \\ \hline

Examples/Example_32/Input/market.txt

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Examples/Example_54/Input/market_20160205_flat.txt

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#TradeId,TradeType,Maturity,MaturityTime,StartDate,EndDate,NPV(t0),NPV(asof=t0;mkt=t1),NPV(asof=t1;mkt=t0),NPV(t1),PeriodCashFlow,Theta,HypotheticalCleanPnL,CleanPnL,DirtyPnL,Currency
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SwapLeg,Swap,2024-02-01,1.002508,2023-01-31,2023-02-14,47640.849246,47618.335691,47725.150117,47703.429343,0.000000,84.300871,-22.513555,62.580097,62.580097,USD
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SwapLegFlow,Swap,2024-02-05,1.013437,2023-01-31,2023-02-14,97311.809777,97288.780575,47568.552161,47546.661549,49861.111111,117.853495,-23.029202,95.962883,-49765.148228,USD

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