Files in SACCR
SA Counterparty Credit Risk under CRR2
NAMESPACE
DESCRIPTION
R/HandleBasisVol.R
R/GroupCommTrades.R
R/DetermineCCRMethodology.R
R/GroupTrades.R
R/ExampleBasisVol.R
R/GroupIRDTrades.R
R/CalcRC.R
R/CalcAddon.R
R/SingleTradeAddon.R
R/ExampleIRDCredit.R
R/SACCRCalculator.R
R/CalcPFE.R
R/GroupFXTrades.R
R/CalcEAD.R
R/ExampleIRD.R
R/runExampleCalcs.R
R/GroupOtherTrades.R
R/LoadSupervisoryData.R
R/ExampleFX.R
R/GroupEquityTrades.R
R/GroupCreditTrades.R
R/onLoad.R
R/ExampleComm.R
R/CreateTradeGraph.R
R/ExampleIRDCommMargined.R
R/CalculateFactorMult.R
R/ExampleCredit.R
R/ExampleFXHedge.R
inst/extdata/CSA.csv
inst/extdata/CSA_basel.csv
inst/extdata/supervisory_factors.csv
inst/extdata/coll_basel.csv
inst/extdata/coll.csv
man/CalcPFE.Rd
man/CalcEAD.Rd
man/ExampleBasisVol.Rd
man/HandleBasisVol.Rd
man/SACCRCalculator.Rd
man/ExampleIRD.Rd
man/CreateTradeGraph.Rd
man/SingleTradeAddon.Rd
man/ExampleFX.Rd
man/CalcRC.Rd
man/DetermineCCRMethodology.Rd
man/ExampleIRDCredit.Rd
man/ExampleFXHedge.Rd
man/ExampleIRDCommMargined.Rd
man/LoadSupervisoryData.Rd
man/CalcAddon.Rd
man/ExampleCredit.Rd
man/ExampleComm.Rd
