xVACalculatorExample: xVA calculation example
In xVA: Calculates Credit Risk Valuation Adjustments
Description
Usage
Value
Author(s)
Examples
View source: R/xVACalculatorExample.R
Description
Calculates the xVA values for a simple example containing two IR swaps.
Usage
1
Value
A list with the values of various valuations' adjustments
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
1
2
3
## run the example
xVACalculatorExample()
xVA documentation built on Aug. 30, 2020, 1:06 a.m.
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Description Usage Value Author(s) Examples
View source: R/xVACalculatorExample.R
Description
Calculates the xVA values for a simple example containing two IR swaps.
Usage
1 |
Value
A list with the values of various valuations' adjustments
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
1 2 3 | ## run the example
xVACalculatorExample()
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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