ORE product coverage across asset classes, 130+ products — see the per-product trade files under example_trades/.
Official readme: readme.md
AmericanSwaption, Ascot, BalanceGuaranteedSwap, BermudanSwaption, BermudanSwaption_NonStandard, Bond, BondOption, BondRepo, BondTRS, CBO, CMS, CMSSpread, CallableBond, CapFloor, CapFlooredAverageBMACouponLeg, CapFlooredAverageONIndexedCouponLeg, CapFlooredIborLeg, CapFlooredOvernightIndexedCouponLeg, CappedFlooredCpiLegCashFlows, CappedFlooredCpiLegCoupons, CommodityAveragePriceBarrierOption, CommodityAveragePriceOption, CommodityForward, CommodityOption, CommodityOptionAmerican, CommodityOptionEuropeanCS, CommodityOptionForward, CommoditySpreadOption, CommoditySwap, CommoditySwaption, CommodityVarianceSwap, ConvertibleBond, CpiCapFloor, CreditDefaultSwap, CreditLinkedSwap, CrossCurrencySwap, DurationAdjustedCMS, EquityAsianOptionArithmeticPrice, EquityAsianOptionArithmeticStrike, EquityBarrierOption, EquityCliquetOption, EquityDigitalOption, EquityDoubleBarrierOption, EquityEuropeanCompositeOption, EquityForward, EquityOption, EquityOptionAmerican, EquityOptionEuropeanCS, EquityOutperformanceOption, EquityTouchOption, EquityVarianceSwap, EuropeanSwaption, FlexiSwap, FormulaBasedCoupon, ForwardBond, FxAsianOptionArithmeticPrice, FxAsianOptionArithmeticStrike, FxBarrierOption, FxDigitalBarrierOption, FxDigitalOption, FxDigitalOptionEuropeanCS, FxDoubleBarrierOption, FxDoubleTouchOption, FxForward, FxOption, FxOptionAmerican, FxOptionEuropeanCS, FxOptionForward, FxTouchOption, FxVarianceSwap, IndexCreditDefaultSwap, IndexCreditDefaultSwapOption, QuantoEquityOption, RiskParticipationAgreement_Structured, RiskParticipationAgreement_TLock, RiskParticipationAgreement_Vanilla, RiskParticipationAgreement_Vanilla_XCcy, ScriptedTrade, SensiTrade, Swap, SyntheticCDO, YYCapFloor