Platform 1.2.0 Release


#1

We are pleased to announce the 1.2.0 release of the OpenGamma Platform. This post outlines the key new features and improvements included.

User Interface

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

Analytics Library

  • 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.

Data Management

  • 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

Examples

  • Example custom security
  • Example JMS-based analytics service

Installation

  • 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

Build

  • 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.

Download OpenGamma Platform 1.2.0

See the release notes

Browse documentation


#2

Download is avaiable from
http://developers.opengamma.com/downloads/1.2.0


#3

Thanks. Fixed that.


#4

Doesn’t look like the new UI actually shows up in the examples. I am using og-examples.bat file - UI is the old-style one.

Let me clarify:
The UI I am seeing is the one with just a bar of buttons on top - rather than drop down menus. It also does not allow dragging of elements, and number of functions (such as adding new securities) seem to be disabled. Unclear if this is an issue with the library itself or just the example server.

I am using opengamma-platform-1.2.0-src for Windows from http://developers.opengamma.com/downloads/1.2.0 , downloaded on 5/7/2013. Compiled via Ant, with assistance of WinAnt.

  • Stas

#5

The link is labelled ‘analytics (Beta symbol)’ for the new style UI. There have been numerous more recent updates in the develop branch, but they won’t be in a stable release until our 2.0 release at the end of Q2.


#6

Okay, I see. The main problem I guess is that the GUI in the Example server does not actually correspond to “how to” videos on the site.

  • Stas

#7

You’re quite right, I’ve asked to have the videos for those things re-recorded and a note added to the trade entry video, which is only available for builds from our development branch.


#8