The OpenGamma Project

I recently re-visited the OpenGamma website after a long interval and found that the project has made a great deal of progress and indeed now has a large fraction of the most commonly used functionality in financial libraries and also significant market data and portfolio handling capabilities. The code is available on GitHub in this repo. Since we are both based in London I yesterday also visited the physical OpenGamma offices (thanks Kirk and Hugh for hosting me) and there does seem to be a good deal of momentum there, so it is likely OpenGamma will be a long-lasting and significant contribution to the open-source finance community.

Going forward we will be investigating the both full OpenGamma platform and in particular the analytics library part and potentially building some products on top of it. Stay tuned for some examples & thoughts posts ...


So this post isn't completely dry, here is a very small example of using OpenGamma from Clojure:

(ns ogtest
  (:import ( Calendar CalendarFactory)
           ( BusinessDayConventionFactory)
           (javax.time.calendar LocalDate)

(.adjustDate (.getDateAdjuster (.getBusinessDayConvention BusinessDayConventionFactory/INSTANCE "Preceding")
                               (.getCalendar CalendarFactory/INSTANCE "UK Bank Holidays"))
              (LocalDate/of 2009 12 31))