Using OpenGamma for Value at Risk web app (Getting Started)


#1

Hi Folks,

I am a Postgraduate student intending to use some of the OpenGamma classes in a simple(?) web app that I am building.

The webapp should accept a csv or text file with investment details and then run scenarios on the selected product row. I then intend to generate a graph section which will plot a 2 Value at Risk curves against each other in the form of either a 3D surface chart, bubble chart, scatter plot or heat map.

My current GUI is currently parked here: http://bananamountain.net/project/20140715am/index3.html

At this stage I’m looking for a bit of advice on which OpenGamma classes to pick out, how to get them interacting with the current GUI and any other general advice to help get me started.

Thanks,
Steve


Extracting a minimal view for standalone portfolio analytics
#2

Your first steps will need to be to load the csv/txt file into data storage. This will require storing data into a SecurityMaster, PositionMaster and PortfolioMaster. See the API of those interfaces to find the object structure you will need to populate.

You will then need to configure a view to perform the calculations you need. More documentation is available here - http://docs.opengamma.com/display/DOC210/OpenGamma+Platform+Documentation