Files in SACCR

SA Counterparty Credit Risk under Basel III

inst

inst/extdata

inst/extdata/coll_basel.csv

inst/extdata/coll.csv

inst/extdata/CSA.csv

inst/extdata/example_trades.csv

inst/extdata/supervisory_factors.csv

inst/extdata/CSA_basel.csv

NAMESPACE

R

R/GroupEquityTrades.R R/ExampleFX.R R/ExampleCredit.R R/ExampleComm.R R/CalcAddon.R R/LoadSupervisoryData.R R/GroupCreditTrades.R R/CalcEAD.R R/ExampleBasisVol.R R/GroupIRDTrades.R R/HandleBasisVol.R R/CalcPFE.R R/CalcRC.R R/ExampleIRDCommMargined.R R/CalculateFactorMult.R R/ExampleIRDCredit.R R/runExampleCalcs.R R/CreateTradeGraph.R R/ExampleIRD.R R/SingleTradeAddon.R R/SACCRCalculator.R R/GroupCommTrades.R R/GroupFXTrades.R R/GroupTrades.R

MD5

DESCRIPTION

man

man/ExampleIRD.Rd man/CalcRC.Rd man/SingleTradeAddon.Rd man/HandleBasisVol.Rd man/LoadSupervisoryData.Rd man/SACCRCalculator.Rd man/CalcEAD.Rd man/ExampleIRDCredit.Rd man/ExampleBasisVol.Rd man/CalcAddon.Rd man/ExampleFX.Rd man/ExampleComm.Rd man/ExampleCredit.Rd man/CalcPFE.Rd man/ExampleIRDCommMargined.Rd man/CreateTradeGraph.Rd

SACCR documentation built on May 29, 2017, 7:20 p.m.