Quick Asked: Opengamma Contact Us?

Last update: 03 May, 2024 304 Views

How can opengamma help your business? Their solution will form an important part or our overall approach to delivering operational efficiencies for derivatives for our clients." "OpenGamma has been key in improving our margin management process, helping us track more closely intraday moves and removing inefficiencies that freed up over $100m in capital."

What data does openopengamma subscribe to? OpenGamma subscribes to the market data and CCP scenario data necessary to perform calculations for the latest valuation date. Each calculation methodology supports portfolio data in several formats. These are: The CCP's own formats for their methodology, which are typically CSV files.

What is opengamma strata? Strata is OpenGamma's award-winning open source analytics and market risk library. Strata includes support for several portfolio input formats which work as standard across every margin methodology. The XML representation (truncated below) clearly shows the properties of the trade, and could be generated directly if desired:

Who is opengammas jo lue? Prior to OpenGamma, Jo occupied various senior roles at LCH.Clearnet including Director of Risk Management, and was one of the authors of the London SPAN methodology, as well as playing a pivotal role in the implementation of margining and clearing solutions for OTC products.

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