Reusing existing risk calculations


I have a question about the extent of interoperability with a banks existing financial libraries.
Is it possible to use existing proprietery financial libriaries, and have these access a positions datawarehouse independantly (i.e. not through master and source interfaces) or does the target security/subportfolio/position need to come via a OpenGamma source interface?
Many thanks for any responses.


The position and security interfaces (, and were specifically designed to be ultra-minimal and have the ability to be implemented by other systems, or wrappers for other systems. If you look at the interfaces, they really encode nothing but some sort of unique id, a bundle of identifiers associated with that object, plus an asset class string and a description. All the intelligence about what to do with those interfaces resides in the function library, which again was specifically designed to be swapped out for an existing financial library.

So, in answer to your question directly: yes, you have to implement our Security and Position interfaces at the moment. We have been talking about making them more abstract - in essence ‘leaf node calculations’ and ‘aggregate node calculations’, but that will be further down the road. However, I think the interfaces are so minimal that you’ll find it’s pretty easy to implement them.

Of course if you do implement your own Security and Position interfaces, you won’t automatically be able to use the function libraries that we’ve written, but you will be able to use everything else, which sounds like your use case.