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.
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.