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.
R Integration
Turns the R statistical programming language into a first-class client of the OpenGamma Platform.
- Access any data in your Platform installation as though it's a native R data object.
- Drive custom scenarios from R to generate portfolio-wide PnL series and use the powerful R tools for analysis.