Getting Started

[james-machale-lseg]

A discussion for advice with regards to getting up and running with ORE.

[HelpHelp112]

Hi,
It looks really nice at first glance and I would like to give "the python version" a proper spin.
Are the examples mentioned in the userguide still available? I found a different set in the GitHub ORE-SWIG clone.
I assume that is the best place to start?
Many thanks!

[james-machale-lseg]

Hi! The examples from the userguide will all work with the python ORE in a notebook, but they're all designed as a push-the-button-and-it-runs examples rather than being broken down into the various steps of running ORE as the notebook examples show.

If you want to try them out in a notebook then I'd recommend starting a jupyter notebook/jupyter lab instance in the directory of e.g. example 1, and creating a little notebook. E.g. I copied this utilities file from the SWIG examples into the example 1 directory and made this tiny notebook in jupyterlab:

Here's the code:

from ORE import *
import utilities

params = Parameters()
params.fromFile("Input/ore.xml")

ore = OREApp(params)

ore.run()

display(utilities.format_report(ore.getReport('npv')))

swap_exposure = utilities.format_report(ore.getReport('exposure_trade_Swap_20y'))
display(swap_exposure)
swap_exposure.plot(x='Time', y=['EPE', 'ENE'], rot=45.0, marker='.')

You can definitely break up the run into smaller pieces like the notebook examples show, but I'll leave that to you!

[HelpHelp112]

Hi James, many thanks for your reply,

I was looking in the wrong place initially. I now found all examples mentioned in the user guide under Engine/Examples.
At first I was looking under ORE-SWIG/OREAnalytics-SWIG/Python/Examples which contains some nice notebooks, similar to what you have done above, but with different examples to ones in the userguide.

The userguide refers to that path, on page 30. "Typical usage of the Python wrapper is shown in ORE’s Example_42 and in ORE
SWIG’s OREAnalytics/Python/Examples directory"

Thanks again!