API for SACCR
SA Counterparty Credit Risk under CRR2
| Global functions | |
|---|---|
| .onAttach | Source code |
| CalcAddon | Man page Source code |
| CalcEAD | Man page Source code |
| CalcPFE | Man page Source code |
| CalcRC | Man page Source code |
| CalculateFactorMult | Source code |
| CreateTradeGraph | Man page Source code |
| DetermineCCRMethodology | Man page Source code |
| ExampleBasisVol | Man page Source code |
| ExampleComm | Man page Source code |
| ExampleCredit | Man page Source code |
| ExampleFX | Man page Source code |
| ExampleIRD | Man page Source code |
| ExampleIRDCommMargined | Man page Source code |
| ExampleIRDCredit | Man page Source code |
| GroupCommTrades | Source code |
| GroupCreditTrades | Source code |
| GroupEquityTrades | Source code |
| GroupFXTrades | Source code |
| GroupIRDTrades | Source code |
| GroupOtherTrades | Source code |
| GroupTrades | Source code |
| HandleBasisVol | Man page Source code |
| LoadSupervisoryData | Man page Source code |
| SACCRCalculator | Man page Source code |
| SingleTradeAddon | Man page Source code |
| runExampleCalcs | Source code |
