Calculates the Exposure at Default for the IRDs + Commodity example as given in the Basel III regulatory paper
ExampleIRDCredit(JSON = FALSE)
(optional) if TRUE it returns a json string
The exposure at default (expected value based on the Basel paper is 936)
Tasos Grivas <email@example.com>
Basel Committee: The standardised approach for measuring counterparty credit risk exposures http://www.bis.org/publ/bcbs279.htm
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.