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This source code constitutes the foundation of a risk management system and is 
provided to the Students of the course "C++ in Financial Engineering" at 
National University of Singapore (FE5226) as a base-line to practice the 
introduction of various enhancements.

It can load trades from a database, construct market objects as needed, compute 
the price of trades and their sensitivities with respect to risk factors.

A real risk management system entails of many more features, e.g.: sophisticate 
market objects and pricing models; efficient algorithms to avoid unnecessary 
recomputations when computing Greeks; support for a large number of trade types; 
extensive set of tools to orchestrate recomputations and post-process their 
results (e.g. P\&L explain, VaR, PFE, XVA); tools to manage life-cycle of 
trades; connections to external databases and systems of various nature; 
client-server pricing APIs; connections to cash flow management systems and 
payment systems; support for parallel computations (thread safety).

All these features can be implemented as modifications or extensions of the code 
provided. The document in the doc directory specifies a list of tasks for 
improving and extending the system, which Students are supposed to carry out.