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General info
Developer(s)OpenGamma
Initial release2009
Stable release
1.0.0 / April 2, 2012 (2012-04-02)
Written inJava
Operating systemCross-platform
Available inEnglish
TypeFinancial software
LicenseApache License
Websitedevelopers.opengamma.com

OpenGamma Platform

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The OpenGamma Platform is an open source system for trading and risk analytics in the financial services industry. It provides an open architecture that lets users customize the code, integrate it with legacy systems and applications, and modify source code in real-time.[1] Binaries are available for Windows, Linux and OS X.

The main developer of the OpenGamma Platform project is OpenGamma, a company headquartered in London, United Kingdom.

History

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Development of the OpenGamma Platform began in August 2009[2]. The first open source release of the project was the 0.7.0 release in April 2011[3], followed by 0.8.0 in July 2011[4] and 1.0.0, the first production-ready release, in April 2012[5].

Licensing

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The OpenGamma Platform is available under the Apache License v2.0. In addition, OpenGamma provides commercial licenses for the platform.

Main features

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The OpenGamma Platform includes the following key features[6]:

  • Universal Calculation Engine
    • Near-real-time streaming analytics and risk
    • Pre-trade and ad-hoc calculations
    • Stress tests and scenario analysis
    • Batch reporting
  • Trading Data Management
    • Tools for security/trade/position/portfolio management
    • Composition of multiple existing data sources
  • Market Data Management
    • Market data transformation/normalization/aggregation
    • Historical time series management
    • Intraday snapshot management
    • Integration with
      • Bloomberg BLPAPI
      • Thomson-Reuters RMDS
      • Activ Financial
      • Tullett Prebon
  • End-User Tools
    • HTML5 web GUI
    • Java/.NET libraries
    • RESTful endpoints
    • R integration module
    • Microsoft Excel integration module
  • Analytics Library
    • Fixed Income
    • Equities
    • Foreign Exchange
    • Commodities

References

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Official website

Documentation

User forums

OpenGamma on GitHub

OpenGamma on Freecode