I’m new to OpenGamma and have just started evaluating it on a Windows 2008 server with no Bloomberg installed.
I figured out how to import a portfolio using the command line and created a portfolio of 20 vanilla FX options. This worked well, so I created a portfolio of 5,000 vanilla FX options. The portfolio looks fine, I can see all my trades, but I can’t run any analytics without the server crashing when it runs out of memory.
Is this likely to be because of the in-memory database? Is there a practical limit around this?
As the size of the data you are managing increases, you are likely to need to move to a database other than HSQL. The example server can be setup to use Postgres.
The other possibility is that you just need more memory to run the analytics. Using the standard Java command line options would allow you to try more memory.