Markets available via the Bloomberg module


#1

Hi,

Release 1.0 is coming with Bloomberg module integration, and who has a Bloomberg credentials will be able to test OG, right?
So, will OG support any market that Bloomberg support, e.g. Australia Exchange, Singapore Exchange, Bovespa, ect?

Regards


#2

For underlying data access, yes. Anyone who has a Bloomberg terminal will be able to use OpenGamma out-of-the-box to access nearly any piece of Bloomberg data. Server-side Bloomberg data is also available via the Bloomberg Managed B-PIPE/Server API/SAPI service, although that will require some non-standard configuration. As long as you have permission from Bloomberg to access the data on that terminal and that data is exposed through the Bloomberg Desktop or Server APIs, the data itself can be accessed through OpenGamma, subject to any contractual restrictions you may have with Bloomberg (e.g. only using data on the same machine as the terminal). For specific questions on specific markets available to you, contact your Bloomberg representative.

Having said that, for emerging markets though, we may not support the standard conventions, curve and surface definitions in those regions out of the box for analytics purposes. New conventions, curves etc can easily be added, but it’s a case of finding the information. The standard conventions we supply are building towards full G20 support, with emerging markets coming later.


#3

Tks Jim
Where should I look to add them?


#4

InMemoryConventionBundleMaster. It’s not ideal at the moment as there are lots of separate constructors of ConventionBundleImpl for each convention type, and it really needs refactoring to have separate types for each convention type (e.g. swap/bond/rate/etc). Note we tend to have two classes of convention: one for ‘generic’ conventions using the scheme SIMPLE_NAME_SCHEME, using e.g. USD_SWAP and secondly ones for specific rates and securities, such as ‘US0003M Curncy’. Which one is used depends on the calling code - the more specific ones are generally for curve construction. They are all looked up using an ExternalIdBundle though, either containing a SIMPLE_NAME_SCHEME, or a more specific BLOOMBERG_TICKER.