Migration to strata from OG-Platform


#1

do u guys have any documentation that explains the migration process from older open gamma versions to strata?
how much efforts involved how the market data maps in the new strata land as compared to the older versions etc…


#2

We have no documentation for migrating from the older platform releases to Strata. This is in part because the two systems aim at different goals - the old platform was a server-based system, while Strata is a focussed analytics library.

However, the basic concepts of the old platform analytics library and Strata are similar. There is a trade model in both, which naturally matches industry norms for the data it contains (Strata has built in loaders from FpML for many trade types). The analytics themselves have similar functionality, although the way to call them is different.

The market data has also changed, partly to be optimised to handle scenarios efficiently. The basic concepts of curves and surfaces are still present, but they carry more metadata than before, ensuring that the right day count is used when querying the curve.

In summary, porting code to Strata is not a simple task, and it may be easier to start from the examples in Strata and work out from there.

Hope that helps


#3

thanks Steven,
will get in touch with you if i have more specific questions about this.