Platform Features
The OpenGamma Platform provides a range of functionality for front-office and risk users - from a universal calculation engine to a cutting-edge analytics library, Excel integration, and R tools.
Open Risk Calculation Engine
Drill down and understand your risk in detail with the cutting-edge, real-time calculation engine. Built from scratch to support the most complex of requirements, the OpenGamma Calculation Engine provides all the real-time and batch risk capabilities required by risk managers and front-office traders.
Web Interface
Nimble enough to make intraday changes to respond to market movements, our modern HTML5 web GUI brings streaming computation results straight to your browser.
Analytics Library
A cutting-edge, production-quality analytics library, released under an open source license. The OpenGamma analytics library covers a range of asset classes and provides a comprehensive set of analytic measures and numerical techniques.
Trade Data Management
Trade Data Management and Warehousing forms a comprehensive and consistent system to manage trading-related data to end-users. It incorporates full database support for all the data necessary for risk management and analytics.
Market Data Management
The OpenGamma Platform comes with extensive support for the market data management necessary for modern quantitative finance.
Microsoft® Excel Integration
Build powerful sheet-based solutions with real-time results streaming into Excel, the end-user tool of choice on the trading floor.
R Integration
Drive deep and custom statistical analysis of your portfolios using the R statistical programming environment: shocks, stress tests, historical simulations, and custom trades and portfolios for what-if scenarios.
Developer Tools
Comprehensive Java/.NET libraries and RESTful endpoints for all data allow you to integrate the OpenGamma Platform with your custom applications and user interfaces.