xVACalculatorExample: xVA calculation example
In xVA: Credit Risk Valuation Adjustments
View source: R/xVACalculatorExample.R
xVACalculatorExample R Documentation
xVA calculation example
Description
Calculates the xVA values for a simple example containing two IR swaps.
Usage
xVACalculatorExample()
Value
A list with the values of various valuations' adjustments
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
## run the example
xVACalculatorExample()
xVA documentation built on June 8, 2025, 1:56 p.m.
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View source: R/xVACalculatorExample.R
| xVACalculatorExample | R Documentation |
xVA calculation example
Description
Calculates the xVA values for a simple example containing two IR swaps.
Usage
xVACalculatorExample()
Value
A list with the values of various valuations' adjustments
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
## 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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