JAX Finance, 9-12 April, 2018
The Conference for Technology in Finance

Strata, the Open Source Java Library for Market Risk

Session
This talk originates from the archive. To the CURRENT program
Till conference begins:
✓ 2-in-1: JAX DevOps & JAX Finance ✓ Group Discount Register now »

More talks in the program:

Infos
Tuesday, April 4 2017
10:15 - 11:05
Room:
Albert Suite

Strata is the new Open Source library for market risk from OpenGamma, written in Java SE 8. It follows the many of the design principles of Joda-Time and JSR-310, bringing easy-to-use and high quality open source to the domain of quantitative finance and market risk. In this talk I will show how the library allows you to price financial instruments like interest rate swaps and options, demonstrating the key elements of the library including curves, conventions and holiday calendars. Join me to explore the future of open source market risk.

BEHIND THE TRACKS

CONTINUOUS DELIVERY & AUTOMATION
Automate delivery and boost productivity
CORE JAVA & PROGRAMMINGv
The joy of being a software engineer
AGILE & COMPANY CULTURE
The process of becoming fully agile
SOFTWARE ARCHITECTURE
the dos and don’ts
BLOCKCHAIN TECHNOLOGY & SOLUTIONS
Get started with the tech and build apps on the Ethereum blockchain.
FINTECH & INNOVATION
Insight into the FinTech movement
HIGH PERFORMANCE & LOW LATENCY
Squeeze the best performance from your system
Agile & Company Culture

Agile & Company Culture

FinTech & Innovation

FinTech & Innovation

Continuous Delivery & DevOps

Continuous Delivery & DevOps

Software Architecture

Software Architecture

Core Java & Programming

Core Java & Programming

High Performance & Low Latency

High Performance & Low Latency

Blockchain Technology & Solutions

Blockchain Technology & Solutions