We are pleased to announce the 1.2.0 release of the OpenGamma Platform. This post outlines the key new features and improvements included.
The 1.2 release includes a beta version of the brand-new web GUI. It has been completely re-built, and includes:
- Multi-pane analytics viewer
- Drag-and-drop panels
- In-line drop-downs
- Independent pop-out panels
- Intelligent tab handling
- Multi-curve viewer
- Surface viewer
- Fixed columns for trade/position details
- Super-fast hand-written virtual viewport grid gadget
- Copy and paste, even off on-screen buffer using Excel-like selection model
- Copy and paste of complex structures (curves, time series, matrices, etc) from single selected cells
- Multi-level portfolio aggregation
- Cascading market data sourcing (e.g. Live Bloomberg falling through to historical time series snapshot)
- Portfolio/market data/valuation time selection
- Server restart and bad data link recovery
- Client state encoded in URL
- Progress notification
- Feedback survey link
Credit Default Swap Support. Analytics and database support for vanilla legacy and standard CDS. Integration work done but untested. Pricing and greeks available in OG-Analytics.
- Extended Futures Support. Generalised futures pricing (mark-to-market and as forward) for equity, commodity, interest rate and bond (in addition to specific pricing e.g. bond future pricing using the underlying basket).
- Commodity Futures and Options Database Support. Pricing is non-commodity-specific at the moment, but the infrastructure is in place to add this.
- Support for dividend-corrected equity volatility surfaces and the ability to use these surfaces in equity variance swap pricing.
- Futures/Forwards restructured
- Initial CDS security model (non-functional in engine in this release)
- User database for use by future permissions module
- Schema versions are checked by production systems
- Auto-upgrade tool for database schemas
Market and Reference Data
- Live data system now uses OpenGamma component system
- Reference data loading decoupled from Bloomberg into SecurityProvider interface
Excel Integration Module
- Explain value access functions
- Matrix column/row/all summing/addressing
- Back port to Excel 2003
- Bug fixes
- Example custom security
- Example JMS-based analytics service
- Installer allows user choice of non-Bloomberg examples when run on machine with Bloomberg terminal
- User-given feedback during database population stage
- No progress or dialog boxes during unattended installation
- Maven plug-ins to generate scripts and schema version files
- Maven build support (not tests yet)
- Artifacts published in OpenGamma Nexus
- Bash scripts and batch files now auto-generated from @Scriptable annotation on command line tool classes
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.