ExampleFX: FX Example
In sa-ccr/SACCR: SA Counterparty Credit Risk under CRR2
Description
Usage
Arguments
Value
Author(s)
References
Description
Calculates the Exposure at Default for the FX product type
Usage
1
Arguments
JSON
(optional) if TRUE it returns a json string
Value
The exposure at default
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
Basel Committee: The standardised approach for measuring counterparty credit risk exposures
http://www.bis.org/publ/bcbs279.htm
sa-ccr/SACCR documentation built on July 9, 2021, 10:18 p.m.
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.
Description Usage Arguments Value Author(s) References
Description
Calculates the Exposure at Default for the FX product type
Usage
1 |
Arguments
JSON |
(optional) if TRUE it returns a json string |
Value
The exposure at default
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
Basel Committee: The standardised approach for measuring counterparty credit risk exposures http://www.bis.org/publ/bcbs279.htm
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.