OpenGamma/OpenSIMM

This repository has been archived on 24/Dec/2020
Stars
28
Rank 882,216 (Top 18 %)
Language
Java
License
Apache License 2.0
Created almost 10 years ago
Updated about 8 years ago

OpenGamma/OpenSIMM

OpenGamma

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Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives

Strata

Open source analytics and market risk library from OpenGamma

OG-Platform

Strata is the new open source analytics and market risk library from OpenGamma

RouteMap

URL Mapping Library for client-side and server-side JS

ElSql

Manage external SQL files in Java with a little DSL goodness

OG-Maths

OG-Commons

Libraries of common code supporting OpenGamma

JavaSDK

Java SDK providing access to the OpenGamma API

Strata-Extras

Extra code built on top of OpenGamma Strata

JSurface3D

Fudge-Proto

Proto file compiler for the Fudge system

OGBot

Robot for OpenGamma

opengamma.github.com

OG-Izy

OG-Tools

Tools to support OpenGamma development