ores::risk Namespace Reference

Domain model for Open Risk Engine (ORE) types and risk analytics. More...

Namespaces
namespace	xml
	Provides XML serialisation support for the ORE domain model types using native ORE XML.

Detailed Description

Domain model for Open Risk Engine (ORE) types and risk analytics.

Implements the core domain model for quantitative risk analysis following ORE (Open Source Risk Engine) specifications. Key features:

• Domain model: Currency entities with temporal versioning
• ORE XML support: Import/export to native ORE XML format using pugixml
• CSV export: Structured CSV output for currencies
• JSON I/O: Serialization using reflection (rfl library)
• Table I/O: Formatted table output using fort library
• Database persistence: ORM entities, mappers, and repositories with temporal support
• Message-based API: Request/response handlers for currency operations (0x3000-0x3FFF)
• Synthetic data: Test data generation using faker-cxx
• Version history: Track all changes to entities with valid_from/valid_to fields

The module is organized into namespaces: domain (core entities), repository (ORM and persistence), orexml (ORE XML I/O), csv (CSV export), messaging (API handlers), and generators (test data).