xVA calculation example

Description

Calculates the xVA values for a simple example containing two IR swaps.

Usage

1
xVACalculatorExample()

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()