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


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:

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.


Extracting a minimal view for standalone portfolio analytics

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 -