API for xVA
Calculates Credit Risk Valuation Adjustments

Global functions
CalcNGR Man page Source code
CalcPD Man page Source code
CalcSimulatedExposure Man page Source code
CalcVA Man page Source code
GenerateTimeGrid Source code
calcCVACapital Man page Source code
calcDefCapital Man page Source code
calcEAD Man page Source code
calcEffectiveMaturity Man page Source code
calcKVA Man page Source code
xVACalculator Man page Source code
xVACalculatorExample Man page Source code
xVA documentation built on May 29, 2017, 7:37 p.m.