xVACalculatorExample: xVA calculation example

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 May 19, 2017, 6:10 p.m.

Search within the xVA package
Search all R packages, documentation and source code