OTC Derivatives Portfolio


Using OpenGamma first time

Can you guys guide me on Pricing Derivatives using opengamma? i have mix of instruments FX Derivatives and IRS?



Hello Q,

I would suggest having a look at the examples in https://github.com/OpenGamma/OG-Platform/tree/master/sesame/sesame-examples

Here you will find some examples of pricing, with some sample market data trades and static data.

The examples run OpenGamma in server and as a java library, with examples covering Credit, Equity Options, IRS, FRA, Bonds, Futures and FX forwards.