Market Risk

OpenGamma provides state-of-the-art, industry-standard analytics for a wide range of cash and derivatives products.

What is it?

Our open source analytics and market risk foundations allow developers to build or enhance applications with standard, off-the-shelf market risk functionality - from trade-level pricing to portfolio-level scenario evaluation. The analytics are also available through our Excel add-in, which allows users to rapidly explore and test our market risk coverage.

How is it different?

Our open source approach reduces dependency on vendors and returns control to in-house development teams. With full access to standard market risk components and source code, you can accelerate time-to-market for standardised functionality, allowing you to focus your resources on competitive differentiators.

Who uses it?

In addition to powering every one of OpenGamma’s solutions, our market risk foundations have been integrated into in-house applications in a wide range of buy-side, sell-side and clearing institutions.