# ORE Examples

This section contains ~80 ORE use cases grouped by topics to facilitate navigation.
Each topic contains various examples described in the respective topic directory.
The original numbered examples (Example_1, Example_2, ...) are still available for
reference and have been moved to the "Legacy" subdirectory.


Change to each of the directories and check out the Readme.md therein for summary
and instructions:

- **Academy**: Basic ORE Academy examples, with minimal configuration

- **MinimalSetup**: Example showing the minimal configuration required
  for pricing (market data, todays market, curve config, conventions)
  legacy example 14

- **Products**: Demonstrate ORE's product coverage across asset classes,
  130+ products, vanilla and complex

- **CurveBuilding**: Consistency check that market instruments are repriced correctly
  after bootstrap, demo several curve building features;
  legacy examples 26, 28-30, 49, 53, 59

- **MarketRisk**: Sensitivity, Stress Testing, Par Conversion, Parametric and HistSim VaR,
  P&L and P&L Explain, Market Risk Capital (SMRC);
  legacy examples 15, 22, 40, 50, 57-58, 62-63, 68-69, 77

- **InitialMargin**: ISDA SIMM and IM Schedule, Dynamic Initial Margin via Regression
  and Dynamic Delta VaR;
  legacy examples 13 and 44

- **Exposure**: Uncollateralised exposure simulation, product by product, mainly vanilla,
  demo various simulation features
  legacy examples 1-9, 11-12, 16-17, 23-25, 32-38, 64

- **ExposureWithCollateral**: Impact of Variation Margin and CSA details,
  Impact of Initial Margin
  legacy examples 10, 31, 72

- **ScriptedTrade**: Introducing the Scripted Trade framework
  legacy example 52

- **AmericanMonteCarlo**: Fast and accurate Exposures using AMC,
  selected vanilla and complex products; legacy examples 39, 54, 55, 60, 73, 75

- **XvaRisk**: Sensitivity, Stress Testing, P&L Explain,
  CVA Capital (SA-CVA and BA-CVA);
  legacy examples 67, 68, 70
  
- **CreditRisk**: Credit Portfolio Model, Derivatives Credit Risk Capital (SA-CCR);
  legacy examples 43, 68

- **Performance**: NPV and CVA Sensitivities using **AAD**
  and using bump & reval with **GPU** parallelization;
  legacy example 41, 56, 61

- **ORE-Python**: Python Wrapper covering ORE libraries and QuantLib
  legacy example 42 
  
- **ORE-API**: ORE Web Service prototype using ORE-Python
  legacy example 0

See the **ORE User Guide** for a discussion of the examples and expected results.