The OpenGamma service is a platform for the independent calculation of metrics such as margin, fees and balance sheet, to enable firms to optimize execution and clearing of derivatives. The service is available commercially from OpenGamma.
This repository contains the source code of the SDK of the OpenGamma service. It is released as Open Source Software under the Apache v2.0 license. The SDK is only provided in Java, however the service itself can be called from any language.
Java SE 8u40 or later is required to use the SDK. The JAR files are available in Maven Central. For example, to access the SDK for the margin service, use:
<dependency>
<groupId>com.opengamma.sdk</groupId>
<artifactId>sdk-margin</artifactId>
<version>3.6.3</version>
</dependency>
See the change log.