Calculates the xVA values
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 May 29, 2017, 7:37 p.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()
|
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