ORE Studio Risk Component

Domain model for Open Risk Engine (ORE) types and other risk analytics related entities within ORE Studio.

Component Architecture

Diagram:

Description

Figure 1: ORE Studio Risk Component Diagram

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).

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