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.