Calculates the Exposure at Default for the margined IRDs + Commodity example as given in the Basel III regulatory paper
(optional) if TRUE it returns a json string
The exposure at default (expected value based on the Basel paper is 1879)
Tasos Grivas <firstname.lastname@example.org>
Basel Committee: The standardised approach for measuring counterparty credit risk exposures http://www.bis.org/publ/bcbs279.htm
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