For those wondering about when 1.0.0 will be released, we’ve set a firm release date of 2nd April 2012.
Thanks Jim for the update.
Thanks Jim - from the code annotations on github, there appears to be a large number of changes to the design. Is there any mechanism to view the new version of the wiki, either locally or online?
There’s no really fundamental changes to the design, most of the changes are new functionality. Unfortunately the documentation is really not ready, and most of it has not been updated so you won’t yet see anything much to whet your appetite. If you want to follow it as it’s updated, it’s here, but like I said, until we do the release, consider it a work-in-progress and unsupported.
To give you an idea of where some of the changes there have been are:
- First release of our R integration module
- Bloomberg module will be open sourced
- Web UI has various enhancements: new data source options, on-the-fly portfolio re-aggregation, time series viewed alongside securities, asynchronous updates, etc.
- A ton of new asset classes that work end-to-end
- Externally provided sensitivities allow import of yield curve, credit and other sensitivities from external systems for unsupported instrument types. This allows the merger of those sensitivities with natively generated sensitivities (where appropriate) and computation of e.g. HVaR across both supported and unsupported instrument types
- New batch database implementation supports streaming and the full set of features supported by the engine (constraints/properties, column sets, etc)
- Refactoring of some security definitions in the security master database
- Completely new distributed component-based configuration system
- Improved examples
- Data portfolio/historical data import/export tools
- Lots of new analytics and maths functionality e.g. HVaR on lots more instruments, BLAS-style maths library, etc.
Any possibility to release Bloomberg integration module before release OG 1.0 release?
No, I’m afraid not. A large part of our 1.0 release is cleaning up and porting the Bloomberg module to the open source version of the Bloomberg API (which is slightly different) and it just isn’t ready yet.
Congrats to the OG team, for the release of the new version. Great stuff, thanks again for all your hard work.!