RiskManager

[JamesKBowler]

Hi there,

Do you think the RiskManager should have its own portfolio and positions? or should the RiskManager update the Position attributes in the Portfolio? With all the metrics that can be applied in quant finance, the current Position object would become 'cluttered' with extra risk attributes. I think if the RiskManager does have its own portfolio and positions objects, then these could be traded as a portfolio of risk.

Any ideas on this approach?

Cheers

James