Excel in OG



I just installed Opengamma and I am looking for excel functions to call in Excel like capfloor(curve, strike, expiry), etc , assuming that curves are loaded from Bloomberg data interface.

I can’t seem to find this addin in excel after the installation. Would be good to know if any step is required to get it there and start using it

Thanks much



Our Excel plug-in is one of the few parts of the OpenGamma platform (along with some of our market data adapters) that requires a commercial or academic license and we don’t offer it as part of our free open source download package.

If you’d like a demo (e.g. via WebEx or in person), we’d be happy to show our Excel plug-in and discuss how we can get it into your hands. Either post back here, or go to out contact form and send the sales team an enquiry.

Jim Moores, CTO, OpenGamma Limited, UK.


Thanks for your interest in the OpenGamma platform!

If you would like to do the demo that Jim suggested, please let me know.

On a side note: all that functionality you mentioned is also present in the R client which is open source. That option might suit you better.

OpenGamma | joan@opengamma.com | Tel: +44 20 3416 3314


Thanks much Jim, Joan. I have put through a request to come down and check the excel interface at your office, via the contact form