ores.ore.core

Table of Contents

Diagram

ores.ore.core component diagram

Figure 1: ores.ore.core

Summary

ores.ore.core provides ORE (Open Source Risk Engine) integration for ORE Studio. It imports and exports data in ORE's native XML formats: parsing currency configurations from ORE's currencyconfig.xsd into internal domain objects and exporting them back. It also supplies domain hierarchy, market data, and log parsing utilities used when invoking ORE risk runs.

Inputs

  • ORE XML files (currencyconfig.xml and similar) read from disk or received via NATS.
  • Internal domain objects (currencies, market data) to be serialised to ORE XML for submission to the risk engine.

Outputs

  • Parsed CurrencyConfig and CurrencyElement domain objects.
  • ORE XML output files written for ingestion by the ORE risk engine.

Entry points

  • include/ores.ore.core/domain/ — ORE XML domain types and mappers.
  • include/ores.ore.core/hierarchy/ — ORE output hierarchy parsing.
  • include/ores.ore.core/market/ — market data utilities.
  • include/ores.ore.core/log/ — ORE log parsing utilities.

Dependencies

  • ores.ore.api — shared domain types and NATS protocol schemas.
  • ores.refdata.api — currency domain types (mapped to/from ORE format).
  • pugixml — XML parsing.
  • nats.c — NATS messaging client.

See also

Emacs 29.1 (Org mode 9.6.6)