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
SACCR documentation built on July 5, 2021, 9:07 a.m.