Risk Quantify is an open source financial library, with a focus on managing the risk of financial instruments. The aim of the Risk Quantify project is to provide people working in the financial industry with a good base to use in building their own applications. Risk Quantify provides pricing routines, calendar routines, asset management routines and more.What\'s New in This Release: [ read full changelog ]· converted the source so it\'s using the DOPE (http://thedope.org) as a database layer. RQ can now load trades from a sqlite3 database, as well as loading system and market data. It uses thedope release 0.4.· made a change that I\'ve wanted to make for years - seperating out the rate definition, from the rate value.· Previously, these two concepts were combined, so the rq_rate object had both information for the rate definition, as well as the rate value.· Now these are seperated out - the rate definition lives in the rate object, and the rate manager has been moved to the rq_system object.· The rq_rate_value object has been added, and a rq_rate_value_mgr object has been added to the rq_market object in order to support a group of rates that should be used for bootstrapping and pricing.