OG-Platform   General


Topic Replies Activity
Swaption pricing: Linear terminal swap rate method 5 May 11, 2018
How to Use SIMM Lib for ALL Asset Classes to get Initial Margin 2 February 16, 2018
Osgi bundle version of the libraries 7 April 13, 2017
PV accrued interest for CDS 3 March 9, 2017
Inflation swaps 2 July 22, 2016
Pre installed VM's + training videos 2 March 14, 2016
OG to identify vega risk 2 October 16, 2015
Suitable for Algorithmic Trading? 2 September 6, 2012
HullWhiteMonteCarloMethod and CashFlowEquivalent 4 April 14, 2015
BondFutureOptionPremium upfront american option on bond futures? 1 April 1, 2015
Order book in open gamma 2 March 25, 2015
Support for risk metrics: conditional, ex ante, incremental, marginal VaR & drawdown 1 January 21, 2015
Pricing and risk support for various bond types & credit risks 1 January 21, 2015
Database structures / Data Model 2 December 2, 2014
BondSecurity vs. BondSecurityDefinition 3 October 1, 2014
Linear Algebra: Colt/Jama vs Apache Commons Math 3 2 October 1, 2014
Test error in OG-Analytic on Windows 7 chinese version 3 August 21, 2014
OG Analytics library examples 2 August 6, 2014
Is the github branch stopping development? 4 August 1, 2014
Is OG suitable for commodities trading? 2 June 26, 2014
About loader scripts and the examples-simulated project 4 June 18, 2014
Question about @Scriptable annotation 2 June 17, 2014
No quantity data when viewing an Equity Portfolio 1 June 16, 2014
Create-portfolio-template script is not working 5 June 16, 2014
Question on swaption price in quant research paper "Hull-White one factor model: results and implementation" 3 May 8, 2014
Web GUI missing second line 2 May 1, 2014
Bond Pricing/Yield calculation comparision with Excel's YIELD 2 January 30, 2014
Open Gamma Excel commercial license 2 January 27, 2014
Using just the Open Gamma analytics library 3 January 24, 2014
Yield curve generation documentation and examples 1 January 24, 2014