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Jul
20
awarded  Teacher
Jul
20
answered Recommendation for a library to calculate the local volatility surface?
Jul
16
awarded  Supporter
Jul
16
comment What commercial financial libraries are available to outsource implementation risk?
OpenGamma customers pay an annual contract (no up-front licensing cost) for four things: (1) Access (usually with source code on a perpetual royalty-free source-code license) to some proprietary modules we can't Open Source; (2) a commercial license for Procurement department happiness; (3) Confidential support and maintenance; (4) pro-active configuration and use/upgrade/development advice. Feel free to contact us if you have more questions! (I'm the CEO FWIW).