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The OpenGamma Platform is a comprehensive solution for financial analytics capable of satisfying the full range of front-office and risk requirements. It supports pre-trade ad-hoc calculations, near-real-time streaming analytics, batch/overnight risk calculations, and complex historical scenarios and stress tests in the same system.

Built as a completely open architecture, the OpenGamma Platform is designed so that every component can be individually used, or individually replaced, based on customer requirements. We don't believe in forklift upgrades, and we built the OpenGamma Platform so that they're never necessary: individual projects can use OpenGamma components when they provide a clear advantage, and later migrate additional portions of their infrastructure if and when time and resources permit.

If you are a new user, we recommend reading the Platform Overview section first before moving on to Getting Started.

This is the documentation for the 2.1.0 release of the OpenGamma Platform.

Platform Overview

Core Concepts
Major Components and Subsystems
Data Flow Diagram
Technical Requirements

Getting Started



Analytics Library

Asset Class Support
OpenGamma Analytics Value Requirements
Quantitative Documentation
Quantitative Research
Quantitative Presentations

Developing applications using OpenGamma

Writing a Java client
Writing a REST client
Using a Master
Writing a Portfolio or Position Feed

Working with the source code

Quick start for developers
Obtaining the source code
Building the source code
Setting up Eclipse
Setting up IntelliJ IDEA
Repository structure
Which branch do I use?
Contributing back to OpenGamma

Extending OpenGamma

Adding Support for a New Custom Security
Adding a New Function Definition and Invoker
Writing a Custom OpenGamma Live Data Server
Writing a Custom Source
Writing a Custom Web Resource

Excel Integration

Excel Functions
Calling OpenGamma Functions from VBA

R Integration

R Functions 

Web Interface

Admin & Configuration
Analytics Viewer 
Configuring the UI

Administration Guide



Release Notes
Change Log


Commercial Support
Report an Issue
Additional Resources

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