Description Usage Arguments Value Author(s)

Calculates the Valuation Adjustment based on the exposure, the probability-of-default and the loss-given-default

1 | ```
CalcVA(exposure, discount_factors, PD, LGD)
``` |

`exposure` |
A vector containing the exposure values on which the credit risk adjustment will be calculated |

`discount_factors` |
The Discount Curve |

`PD` |
The probability-of-Default |

`LGD` |
The Loss-Given-Default |

The Valuation Adjustment Value

Tasos Grivas <tasos@openriskcalculator.com>

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