The OpenGamma Platform is a unified system for front-office and risk calculations for financial services firms. It combines data management, a declarative calculation engine, and analytics in a single comprehensive solution.
For commercial enquiries, please contact OpenGamma.
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Recent Commits
- Testing FRA node conversion
emcleod, 13 hours ago - Adding the ability to arbitrarily scale value vega and value theta emcleod, 15 hours ago
- Adding a utilities class for ValueProperties emcleod, 15 hours ago
- Fixed a minor bug in the SNCDS clean price calculation (occurred when the step in date falls on an accrual start date).
CraigMounfield, 16 hours ago - [PLAT-3410] Reintroduced "Security" and "Trade" version of BondFutures. Rename some methods in visitor to be inline with class names.
marc-opengamma, 17 hours ago
Recently Resolved
- Add a scaling factor for vega for FX options PLAT-3471, 17 hours ago
- Allow the number of days per year to be set for value theta for FX options PLAT-3472, 17 hours ago
- OG-Financial: BondSecurityConverter should use first coupon date. PLAT-3444, 17 hours ago
- Login screens for Web GUI PLAT-1311, 17 hours ago
- Ability to view a VaR (or other) PnL series as a histogram PLAT-1336, 17 hours ago
News
OpenGamma Platform Release 1.2.0
20 December 2012
We are pleased to announce the 1.2.0 release of the OpenGamma Platform with a completely rebuilt web GUI, extended analytics coverage (credit default swaps, extended futures and commodity futures/options support) and Maven plug-ins and build support.
OpenGamma Platform Release 1.1.0
3 September 2012
We are pleased to announce the 1.1.0 release of the OpenGamma Platform with a number of user interface improvements, new command line management tools, quantitative improvements, updates to the Windows Installers, and an improved compute engine.
OpenGamma Platform Release 1.0.0
2 April 2012
We are pleased to announce the 1.0.0 release of the OpenGamma Platform with a number of improvements and new features.
Platform Release 0.9.0
12 August 2011
We're pleased to announce the release of version 0.9.0 of the OpenGamma platform.
OpenGamma Platform 0.8.0 Release
15 June 2011
The OpenGamma team is pleased to announce the 0.8.0 release of our flagship technology stack, the OpenGamma Platform.
Articles
Towards native performance using Java: optimising a simplified DGEMV operation
OpenGamma engineer Stuart Archibald describes how our mathematics library optimizes the DGEMV matrix operation in Java [PDF]
The Data Conundrum
On the OpenGamma Corporate Blog, Kirk Wylie explains why existing releases of the OpenGamma Platform don't come with data.