OpenSIMM | Reference implementation of the ISDA-proposed Standard

by OpenGamma Java Version: 1.0 License: Apache-2.0

X-Ray Key Features Code Snippets(3)Community Discussions Vulnerabilities Install Support

kandi X-RAY | OpenSIMM Summary

OpenSIMM is a Java library. OpenSIMM has no bugs, it has no vulnerabilities, it has build file available, it has a Permissive License and it has low support. You can download it from GitHub, Maven.

This repository contains a standalone reference implementation of the original ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives. This implements the initial HVaR-based approach. OpenSIMM is released as open source software under the Apache v2.0 license. For more information please refer to our website, or contact us at simm@opengamma.com. If you would like the full implementation whitepaper, please contact us at simm@opengamma.com.

Support

Quality

Security

License

Reuse

Support

OpenSIMM has a low active ecosystem.

It has 25 star(s) with 23 fork(s). There are 50 watchers for this library.

It had no major release in the last 12 months.

There are 1 open issues and 1 have been closed. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of OpenSIMM is 1.0

Quality

OpenSIMM has 0 bugs and 0 code smells.

Security

OpenSIMM has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

OpenSIMM code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

OpenSIMM is licensed under the Apache-2.0 License. This license is Permissive.

Permissive licenses have the least restrictions, and you can use them in most projects.

Reuse

OpenSIMM releases are available to install and integrate.

Deployable package is available in Maven.

Build file is available. You can build the component from source.

Installation instructions are not available. Examples and code snippets are available.

It has 3629 lines of code, 347 functions and 50 files.

It has medium code complexity. Code complexity directly impacts maintainability of the code.

Top functions reviewed by kandi - BETA

kandi has reviewed OpenSIMM and discovered the below as its top functions. This is intended to give you an instant insight into OpenSIMM implemented functionality, and help decide if they suit your requirements.

Main method for testing purposes
Compute the percentile value for a set of values
Populate the output formatter with standard output
Format a templated message
Checks that the parameter map has no nulls
Checks that the specified collection is not null and contains no nulls
Checks that the specified parameter array is not null and contains no nulls
Locates the file for the given key
Compares this object to another
Adjusts the proportion of the portfolio exposure
Checks if this factor is equal to the given value
Build a number formatter
Converts the given row to a pair of currencies
Compares this to another
Checks that the parameter has a non - null value
Converts a list of Risk factor into a pair of RiskFactor
Checks if a collection of doubles contains a negative element
Checks that the parameter is not null and is not empty
Aggregate the portfolio exposure
Prints the data to the file
Prints this line to standard out
Compares two pairs

Get all kandi verified functions for this library.

OpenSIMM Key Features

No Key Features are available at this moment for OpenSIMM.

OpenSIMM Examples and Code Snippets

SIMM Calculator,Executing Programmatically

Java

Lines of Code : 59

License : Permissive (Apache-2.0)

Copy

// Create risk factor names
RiskFactor IBM = StandardRiskFactor.of("IBM");
RiskFactor USD_IRSL3M_2Y = StandardRiskFactor.of("USD-IRSL3M-2Y");

// create risk factor properties and put into map
Map riskFactorProperties = new HashMap<>();
riskFac

SIMM Calculator,Executing from data files

Java

Lines of Code : 36

License : Permissive (Apache-2.0)

Copy

// getFile() method just returns a valid java.util.File,
// its implementation is unimportant
Map riskFactorProperties =
    RiskFactorDefinitionsLoader.of(getFile("risk-factor-definitions")).load();

Map riskFactorLevels =
    RiskFactorBaseLevelsLo

OpenSIMM by OpenGamma,Running OpenSIMM

Java

Lines of Code : 12

License : Permissive (Apache-2.0)

Copy

mvn package

java -jar target/opensimm-1.0.jar src/test/resources/simm-sample/simm.properties

----------- ----------
Asset Class Var
----------- ----------
CO            564.3703
IR            447.5351
CR             33.3300
EQ            740.7143
-

Community Discussions

No Community Discussions are available at this moment for OpenSIMM.Refer to stack overflow page for discussions.

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install OpenSIMM

You can download it from GitHub, Maven.
You can use OpenSIMM like any standard Java library. Please include the the jar files in your classpath. You can also use any IDE and you can run and debug the OpenSIMM component as you would do with any other Java program. Best practice is to use a build tool that supports dependency management such as Maven or Gradle. For Maven installation, please refer maven.apache.org. For Gradle installation, please refer gradle.org .

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

Find more information at: