Platform 1.1.0 Release


#1

The 1.1.0 release of the OpenGamma Platform is out. Here's a rundown of the key features and improvements included.

User Interface Improvements

  • Dependency graph available for primitive results (curves, surfaces, etc)
  • Historical time series can be used as a data source
  • Market data snapshots can be used as a data source
  • Ability to use historical portfolio/position/security versions in calculations
  • Calculations as of historical snapshots, using matching portfolio version
  • Security click-through on analytics page works with aggregation now

Command Line Management Tools

  • File Import/Export configurations
  • File Import/Export portfolios/positions/securities
  • Import time series from file
  • Full reload of historical time series
  • Orphaned position removal
  • Load related time series for portfolio
  • Load fixing time series for curves
  • Load region and holiday data

Quantitative Improvements

  • Arbitrary n-curve system
  • More detailed conventions data for CAD, AUD
  • FX Forward Curves
  • Futures Curves
  • Commodity Futures and Forwards
  • Improved Equity Option and Future Option treatment
  • CVaR, HVaR Standard Deviation
  • Zero Coupon Bonds, other bond handling improvements
  • Bond Future Options

Improved Windows Installers

  • Merge-modules mean single installer rather than chained
  • Installer provides progress information while building database
  • Installer now waits for service to start
  • Installer informs user of service installation and opens browser

Improved Eclipse Import

  • Now works if source inside workspace folder
  • Plug-ins import file has TestNG version updated
  • Project names match directory names

Compute Engine Improvements

  • Dependency graph building improvements
  • Improvements in scalability with remote calculation nodes
  • Historical Time Series part of dependency graph

Miscellaneous

  • SQL Server 2008 and above support for all RDBMS backed master implementations
  • JDBC support in portfolio/security import framework
  • Automated annotation-based script creation
  • Easy-to-use framework for Java-based tools to access OpenGamma services using either component configuration files or simple single URL to remote engine

As ever, we're thankful to the developers who worked on this release - both OpenGamma team members and the contributors from the wider developer community.

Download OpenGamma Platform 1.1.0

See the release notes

Browse documentation


#2