I am a freelance IT Consultant and my customer has tasked me to evaluate OpenGamma as a position-monitoring tool.
He’s active in gas trading. Customer wants primarily to keep track of Mark-to-Market portfolio and counterparties credit exposure.
Using the Open Source version, is it possible to:
- Load price data (Time Series) from external source such as csv
- Configure a “custom” (No Bloomberg-identified) security such as Mw/h
- OG being primarily a market risk, how to include (simple) credit risk formulas in views ?
- Use an Oracle database
Thanks for you response.