Files in xvacode/xVA
Calculates Credit Risk Valuation Adjustments
DESCRIPTION
NAMESPACE
R/CalcNGR.R
R/CalcPD.R
R/CalcSimulatedExposure.R
R/CalcVA.R
R/GenerateTimeGrid.R
R/IS_ELIGIBLE_CCY.R
R/IS_IG.R
R/LoadSupervisoryCVAData.R
R/calcCVACapital.R
R/calcDefCapital.R
R/calcEAD.R
R/calcEADRegulatory.R
R/calcEffectiveMaturity.R
R/calcKVA.R
R/onLoad.R
R/xVACalculator.R
R/xVACalculatorExample.R
README.md
inst/extdata/AddonTable.csv
inst/extdata/COMM_RW.csv
inst/extdata/CS_Sector_cpty_cormat.csv
inst/extdata/CS_cormat_by_sector.csv
inst/extdata/CS_cormat_by_tenor.csv
inst/extdata/CS_ref_Sector_cormat.csv
inst/extdata/EQ_RW.csv
inst/extdata/IR_RW.csv
inst/extdata/IR_cormat_eligible_ccies.csv
inst/extdata/IR_cormat_other_ccies.csv
inst/extdata/RatingsMapping.csv
inst/extdata/hedge_cpty_corr.csv
inst/extdata/spot_rates.csv
inst/extdata/superv_risk_weights.csv
man/CalcNGR.Rd
man/CalcPD.Rd
man/CalcSimulatedExposure.Rd
man/CalcVA.Rd
man/IS_ELIGIBLE_CCY.Rd
man/IS_IG.Rd
man/LoadSupervisoryCVAData.Rd
man/calcCVACapital.Rd
man/calcDefCapital.Rd
man/calcEAD.Rd
man/calcEADRegulatory.Rd
man/calcEffectiveMaturity.Rd
man/calcKVA.Rd
man/xVACalculator.Rd
man/xVACalculatorExample.Rd
xVA.pdf
