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20 December 2012, 17:17

OpenGamma updates its open source financial analytics platform

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OpenGamma has released version 1.2 of its open source financial analytic and risk management platform. Released as Apache 2.0 licensed open source in April, the Java-based platform offers an architecture for delivering real-time available trading and risk analytics for front-office-traders, quants, and risk managers.

Version 1.2 includes a newly rebuilt beta of a new web GUI offering multi-pane analytics views with drag and drop panels, independent pop-out panels, multi-curve and surface viewers, and intelligent tab handling. Copy and paste is now more extensive and is capable of handing complex structures.

Underneath, the Analytics Library has been expanded to include support for Credit Default Swaps, Extended Futures, Commodity Futures and Options databases, and equity volatility surfaces. Data Management has improved robustness with schema checking on production systems and an auto-upgrade tool being added to handle restructuring of the futures/forwards database. The market and reference data's live system now uses OpenGamma's own component system. The Excel Integration module has also been enhanced and thanks to a backport now works with Excel 2003. A video shows the Excel module in action:


An example of OpenGamma's Excel Integration module in action

Other changes include more flexibility when installing on a system with a Bloomberg terminal, better feedback when populating the database and a quieter unattended installation process. Developers will also find that Maven build support is much improved with artifacts published through the OpenGamma Nexus and new examples of custom security and a JMS-based analytics service. Further details of the changes are available in the release notes.

The pace of OpenGamma's development is due to continue through 2013 with "probably" three releases, according to company founder and CEO Kirk Wylie, and then the release pace will slow down as customers have requested. OpenGamma Platform 1.2.0 is available to download with demonstration Windows installers and source code available.

(djwm)

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