OpenGamma Platform

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Overview

Real-time, cross-asset risk and trading analytics across customized risk scenarios and industry-standard metrics, including those arising from changes in the OTC market structure.

Key Features

  • Extensive asset and model coverage - A cutting-edge, production-quality analytics library with a comprehensive set of analytic measures and numerical techniques
  • Real-time risk calculations - Drill down and understand your risk in detail with our cutting-edge, real-time calculation engine
  • Stress testing and scenario analysis - Express complex stress tests in a simple, intuitive way - across currencies, market segments, regions, asset classes, or any other attribute
  • Excel integration - Build powerful sheet-based solutions with real-time results streaming into Excel, the end-user tool of choice on the trading floor
  • Data integration - Extensive support for the market data management necessary for modern quantitative finance
  • A rich suite of end-user tools for pre- and post-trade analytics - HTML5 web interface, R, MATLAB
  • Extensible and easy to integrate - Integrate with your custom applications and user interfaces through comprehensive Java libraries and RESTful endpoints for all data
  • High performance - Operates in real time, built from the ground up with high performance in mind
  • Reporting - Comprehensive support for batch calculations and reporting, with flexible job control and risk run specifications

Key Benefits

  • Provided under an open source license - Unparalleled transparency
  • Eliminate reconciliation issues and risk associated with disparate models - A single, consistent analytics library to power numerous Excel sheets
  • Calculate the way you want - Control and manipulate every part of the calculation - from the market data used to the curves, surfaces and pricing models
  • Unified risk analytics - Create consistent data using transparent calculations across the entire trading operation
  • Reduce cost - Focus your IT spend on the parts of your technology stack that are proprietary to you and generate revenue
  • Work with existing technology - Integrate with legacy sources, analytics libraries, trading systems, and market data feeds
  • Implement faster - Get up and running with OpenGamma's set of components for data management and risk calculations

Product/Service details

User Suitability (Capital Markets & Investment)
Asset Managers, Trading firms
Geographic Availability
Asia-Pacific, Europe, North America
Asset Class Coverage
Bonds, Equities, Foreign Exchange (FX), Futures, Options and other Derivatives, Money Markets