Using strata for calculating IM


#1

Hi,
I am new to starta and want it to explore for pricing or calculating IM on FpML trade. Has anyone tried to use LCH ITD/COB reports as reference/market data input for strata. Was there any transformation required. Please share your experience how the input sources can be configured.


#2

Initial margin is core to the business of OpenGamma, the sponsors of Strata. As such, we have parsers for LCH reports as part of our larger commercial offering (available as a web service). Feel free to contact info@opengamma.com to discuss.