External knowledge
Table of Contents
Reference material about systems and concepts ORE Studio uses but
does not own. The rule of thumb: if the doc would exist (in roughly
the same form) even if ORE Studio did not, it lives here. Docs about
how we use an external system stay in the knowledge root — for
example, ORE Model Configuration captures our patterns, even
though it references ORE.
1. Risk and pricing libraries
- Open Source Risk Engine (ORE) — the upstream risk-analytics library ORE Studio wraps.
- QuantLib — the open-source quantitative-finance library ORE itself builds on.
2. Statistical libraries
- tick — the point-process learning library whose Hawkes simulation inspired the tick arrival process.
3. File formats and protocols
- Financial Products Markup Language (FpML) — industry XML standard for representing financial products.
- ORE output formats — every output file ORE writes, generated from the catalogue: the file, its parameter and analytic, its key, every column, and its units.
- ORE output processing — the CSV files ORE writes, why their shape follows the configuration, and how we read them.
- Coding schemes — FpML mechanism for restricting fields to a known set of values.
4. Domain concepts
- Standing settlement instructions — what SSIs are and how they flow through the trading lifecycle.
5. Messaging infrastructure
- NATS — the open-source messaging system ORE Studio uses for all inter-service communication (subjects, queue groups, JetStream, NKey/JWT security).
6. Platform features
- PostgreSQL Row-Level Security — RLS at the database level. Our application of it is described in ores.sql.
- Shared library symbol visibility — visibility annotations and hidden-by-default at the compiler/linker level.
7. See also
- Knowledge — the cross-cutting index this folder hangs off.