What it does
Strata is OpenGamma’s open source Java library for financial-product analytics, pricing and market risk. It separates product definitions, market data, pricing, measures and reports into modules. A standalone report tool and supplied example data also let technical users explore calculations without first writing a Java application.
Strata can sit inside a Java application or run as a standalone reporting tool. The library’s calculation interface produces tables of measures across trades and scenarios, while its product-coverage pages distinguish supported pricing, calculation and import routes. Check the relevant product and measure before designing an integration.
For a file-based first run, download the report-tool archive from the linked releases and unpack it. The archive includes the executable JAR, example market data, portfolios and report templates. Select a portfolio with -p, a valuation date with -d and a report template with -t; -m chooses the market-data directory. The -f option can produce CSV output, and -i filters to one trade. A Java runtime is required.
Trade reports use configured columns and measures. Cash-flow reports focus on a single trade and include all supported fields rather than a customizable field selection. Beyond the supplied examples, curves, quotes and fixing histories must be provided in the expected data files.
Developers can obtain Strata modules from Maven Central, including the strata-measure dependency for the calculation layer, or use a release distribution. Public downloads and local runs do not need a Strata account. Apache 2.0 licensing permits use and modification subject to its conditions; third-party components retain their own notices.
Strengths
- Includes standalone reporting with example portfolios and market data
- Calculates measures across trades and scenarios through a Java interface
- Exports reports as CSV for use in other tools
Watch out for
- Real portfolio runs need market data in the expected formats
- Cash-flow report fields cannot be selected individually
Best for
- Java developers building pricing and market-risk applications
- Technical analysts generating portfolio reports from files
Sources
- Strata analytics and module organization (Oct 27, 2026)
- Strata report-tool inputs, output formats and limits (Oct 27, 2026)
- Obtaining Strata packages and release archives (Oct 27, 2026)
- Strata product coverage and calculation interface (Oct 27, 2026)
- Strata Apache 2.0 licensing (Oct 27, 2026)