Issue with the PnL column of the Analytics tab


#1

I’ve installed the source of OG 1.2 on a server, and the binaries of 1.2 on my laptop. Both installations seem to be fully functional, however, each has the problem of the PnL column never loading the correct data. The column will either be blank, or say “loading”. Is this a bug with Open Gamma itself, or is it possible that I can fix the problem myself.


#2

We’d recommend downloading the 2.0 release that we’ve just published . Its had a fair bit of testing, so we hope it will run out of the box for you.


#3

It appears that PnL on a equity position is being calculated by valuing the holding/transaction at the market price on the trade date against the current price. Is this the way the system is designed?, or in the examples provided is it because the trade execution price is not on the trade data? To be accurate PnL needs to have the actual execution price not use the market rate for that execution day.


#4

I’ll investigate and get back to you. I suspect it’s an old proof-of-concept implementation that dates from before we had proper trade detail support that may have been mistakenly left hooked up to the examples.


#5

Jim - any progress on the issue with the proper trade details?