Calculates the xVA values
Description Usage Value Author(s) Examples
View source: R/xVACalculatorExample.R
Calculates the xVA values for a simple example containing two IR swaps.
1 |
A list with the values of various valuations' adjustments
Tasos Grivas <tasos@openriskcalculator.com>
1 2 3 | ## run the example
xVACalculatorExample()
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