12 August 2011
Today we're pleased to announce that we've released version 0.9.0 of the OpenGamma Platform.
People who have read a recent article on the OpenGamma corporate blog might be surprised by this, as we had been planning on shipping a 0.8.1 release with fake data for evaluation purposes before going all the way to 0.9.0. We changed our plans though, and decided to merge that functionality into 0.9.0 instead.
Essentially, when we started doing the work necessary to incorporate fake data, we realized that certain changes we were making around how the calculation engine accesses different sources of market data during execution made doing fake data easier than before. So rather than do something that seemed unnatural in 0.8.x, and to make the experience of following the flow of data through the system more forwards-compatible, we decided to push on with 0.9.0 instead.
Now when you run the example server, you'll have a system fully populated with some fake equities, IR Swaps, and enough historical and live ticking pricing information to do some pre-defined views. In other words, out of the box you'll see the system actually working.
While you can see the release notes for more information, there are a few key highlights in this release I'd like to highlight in addition to the easier evaluation features:
- We've made a massive leap in asset class coverage in this release. We now have full end-to-end support for a number of new asset classes, including:
- Interest Rate Swaptions, Futures, Future Options, and CMS products
- FX Spot, Forward, and Vanilla and Single Barrier options
- FRAs and numerous new types of bonds
- We've written a number of example programs (take a look at the code in the
OG-Examplesproject) showing how to do things like trade and position loading from your custom data sources. - Market Data Snapshots are now supported end-to-end, so you can now choose to use live market data, or calibrated snapshots, in any context (including our Analytics Viewer).
- Our documentation has a number of new guides, including the rather large and detailed System Data Flow Diagram.
- Our web UI has a number of significant enhancements as well as a more polished look and feel: you can now graphically edit View Definitions and Yield Curve Definitions.
Finally, for commercial customers, our Excel module continues to get better and better. Among numerous other enhancements, we've now written modules that allow you to auto-load, aggregate, filter, and lay out portfolios; enter trades right from Excel; and auto create aggregated risk exposures. It's pretty amazing to see it in operation (and if you'd like to see it, just let us know and we can arrange a WebEx to show you just what it's capable of).
In total we cleared over 130 individual Jira issues in this release. It's a pretty big change and we're pleased with how it turned out!
We'd like to thank all the developers who made this possible, both the OpenGamma team as well as the comments and suggestions from our external developer community!