OpenGamma Bows Snapshot Data for Pricing, Risk
UK-based open-source analytics and risk management software provider OpenGamma is now enabling users of its OpenGamma Platform to generate snapshots of market data for creating yield curves and volatility surfaces, to support pricing and risk analysis, primarily for buy-side firms that may not have access internally to the data required to build such analyses.
The OpenGamma Platform now allows firms to capture raw market data points from their chosen data sources into its snapshot tool, removing
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