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Thank you @danielalanistellez3178, you are very welcome! This is a great question that we were actually discussing a few days ago with my team. This spreadsheet was originally meant to work with a snapshot of ESTER data, so out-of-the-box, it wouldn’t work for other rates, and it wouldn’t even work for ESTER data for other days when the number and composition of the quotes are different. While saying though, I think that the main mechanism of bootstrapping is scalable and with a bit of work, it could be adapted to be more dynamic and accept of variety of inputs, including different rates. Some “top-of-my-head” guidelines for this in terms of changes: 1. Accept a variable number of total quotes (at the moment it accepts only 37 and there are some hardcoded data) 2. Accept a variable composition of quotes (at the moment it accepts only 1 deposit for 36 swaps) 3. Allow for more convention parameters (at the moment, it only accepts EONIA/ESTER conventions) 4. Allow for more types of quotes (at the moment, it only accepts Deposits and Swaps and we should allow for Futures for example). Steps 1 and 2 are pretty straightforward but steps 3. and 4. would require a deep analysis of the C++ to understand what is happening in ORE, and how to replicate it in Excel. There are some caveats though as for example, this spreadsheet doesn’t include the case where there is some juxtaposition of quote periods and if it happens, there are some special mechanisms that happen in ORE which would need to be looked at.

Regarding your second point, we have made a video describing the steps needed to do exactly that th-cam.com/video/AmBs_QktIoQ/w-d-xo.htmlsi=H6gbnV4gkVuc6CAF

Thank you @nicolaspolo1945, glad you liked it

Hi @karavanidet, I am delighted to say that part 2 will be released tomorrow (Friday 13 Sep) at 3pm London time. While you wait for the video release, you can already access the files though, enjoy! :) github.com/OpenSourceRisk/Tools And if there are any bugs or feedback, please don't hesitate to raise them at oreacademy.support@acadia.inc

Thank you very much for the feedback @daniel_alanis, I am delighted to say that part 2 will be released tomorrow (Friday 13 Sep) at 3pm London time. While you wait for the video release, you can already access the files though, enjoy! :) github.com/OpenSourceRisk/Tools And if there are any bugs or feedback, please don't hesitate to raise them at oreacademy.support@acadia.inc

Hi @danielalanistellez3178, thanks for your kind comment. We are hoping to release part 2 in the next few days :)

​@@oreacademy Hi Alexis, I hope you're doing well. Do you have any updates on part two of the video? It seems like you’ve abandoned us haha.

@@danielalanistellez3178 I am delighted to say that part 2 will be released tomorrow (Friday 13 Sep) at 3pm London time. It was a bit of a hurdle but we finally got there and the next file releases will be smoother. While you wait for the video release, you can already access the files though, enjoy! :) github.com/OpenSourceRisk/Tools And if there are any bugs or feedback, please don't hesitate to raise them at oreacademy.support@acadia.inc

Hi @vincenzoe.corallo4448, as far as I know, it should work fine with both OSX Intel and ARM, if that was your question. For more detailed instructions on how to install ORE with Windows/Mac/Linux, you can check our documentation available here github.com/OpenSourceRisk/Engine/blob/master/Docs/userguide.pdf

Hi @vincenttan1954, that's a typo. Very well spotted, thank you for pointing it out

Hi @alpserbetli6219, if you are referring to part 2 of this video, we are expecting to release it in a few days hopefully. Regarding the Python implementation related to an OIS curve bootstrapping I am mentioning at 01:25 in this video, this has not been created yet and it might not come out before a few months I am afraid. The notebook I am showing can be found in the ORE Swig repository but is unrelated to bootstrapping. I invite you to check our latest video if you are interested in the Python library in general: th-cam.com/video/McILG4PlNFc/w-d-xo.html

@@oreacademy did u put the excel and git for python

Hi @alpserbetli6219, I am delighted to say that part 2 will be released tomorrow (Friday 13 Sep) at 3pm London time. While you wait for the video release, you can already access the files though, enjoy! :) github.com/OpenSourceRisk/Tools And if there are any bugs or feedback, please don't hesitate to raise them at oreacademy.support@acadia.inc

Hi, thanks for your interest @AbulKalamFaruk-eh8ev. The second part of this tutorial and the Excel spreadsheet that goes with it will likely be out in the coming weeks. We are setting up a new repository to upload all the additional tools related to this channel and there are some constraints we didn't anticipate, so it couldn't be uploaded at the same time as our 12th ORE release. Thanks for your patience in advance, we are also eager to release this to our community as soon as possible!

Hi @andrewjgilley, glad to hear you that! Let us know if we can be of any help

Eric is the best!

Hey Francois, the feeling is mutual! 🙂

Hi @user-ey8vj2om6n, as far as I know, ORE doesn't work with python versions anterior to version 3.8 unfortunately

Hi @miguelcontras7416, apologies, I can see your question was months ago. It is not that straighforward as you need to add the configuration for this new curve and its relevant data in a few configuration file. We do explore in details how to change the reporting currency from EUR to USD in this video, though: th-cam.com/video/AmBs_QktIoQ/w-d-xo.html