OpenSourceRisk/Engine ? reverse-engineered prompt
Reverse engineered prompt
Build me a C++ open source risk analytics platform for pricing and risk analysis, something like a small engine that can be used for valuation, market risk, and XVA style calculations.
I want it to have a clear way to load trade data, market data, and system settings, then run pricing and risk reports from those inputs. It should include a few realistic example workflows so I can see how to use it, plus a solid test suite so I can trust the outputs. If it makes sense, add simple launchers or integrations for Python, Jupyter, Excel, and LibreOffice so non C++ users can try it too.
Please make it feel like a serious quantitative finance codebase, with documentation, example runs, and a structure that can be extended later. Use current docs online if you need to check best practices for the libraries involved.
Are you gonna build this?
make sure you review the code using coderabbit