CalcRC: Calculates the RC

Description Usage Arguments Value Author(s) References

View source: R/CalcRC.R

Description

Calculates the Replacement Cost(RC) and the sum of the MtMs for all the trades

Usage

1
CalcRC(trades, csa, collaterals, simplified)

Arguments

trades

The full list of the Trade Objects

csa

(Optional) The CSA objects

collaterals

(Optional) The collaterals Objects

simplified

(optional) When TRUE, collaterals will be ignored as per the simplified & OEM approach

Value

The replacement Cost and the sum of the MtMs

Author(s)

Tasos Grivas <tasos@openriskcalculator.com>

References

Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 http://data.europa.eu/eli/reg/2019/876/oj


SACCR documentation built on Aug. 24, 2020, 5:09 p.m.

Related to CalcRC in SACCR...