Fully annotated doxygen documentation of ORE's risk engine libraries:

Below are some selected and abbreviated (repetitions removed) debug logs from ORE 1.8.11 that link into the respective section of the annotated source:
Example_2 (Interest Rate Swap Exposure, Realistic Market)
Example_10 (Netting Set, Collateral, XVAs, XVA Allocation)
Example_15 (Sensitivity Analysis, Stress Testing)
Example_15VAR (Parametric Value-at-Risk)
Example_37 (Multifactor Hull-White Scenario Generation)
Example_38 (Cross Currency Swap Exposure using Multifactor Hull-White Models)
Example_39 (Exposure Simulation using American Monte Carlo)
Example_47 (Composite Trade)
Example_52 (Scripted Trade)
To create such logs yourself, download and run the perl-script buildHyperlinkedLog.pl, above linked logs were produced with params.txt