How to Use SIMM Lib for ALL Asset Classes to get Initial Margin


#1

Hi All,

We have our code in C# and we want to use OpenGamma SIMM Open Source Lib to Calculate Initial Margin for all asset classes. Please answer our below questions

How to use SIMM lib as it is in Java and we have .Net C# based project ?

What are input files and their formats ? Basically what are columns used in the csv file used as Input. I say in github (https://github.com/OpenGamma/OpenSIMM) that there are some 8 files. But not very clear on it. SO asked it

How to use OutPut from this Lib ? Is it a simple value which is like added Initial Margin for all asset classes. ??

Please let us know , these will be life saving answers.

Thanks
Milind


#2

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