API for xVA
Calculates Credit Risk Valuation Adjustments
| Global functions | |
|---|---|
| .onAttach | Source code |
| CalcNGR | Man page Source code |
| CalcPD | Man page Source code |
| CalcSimulatedExposure | Man page Source code |
| CalcVA | Man page Source code |
| GenerateTimeGrid | Source code |
| IS_ELIGIBLE_CCY | Man page Source code |
| IS_IG | Man page Source code |
| LoadSupervisoryCVAData | Man page Source code |
| calcCVACapital | Man page Source code |
| calcDefCapital | Man page Source code |
| calcEADRegulatory | Man page Source code |
| calcEffectiveMaturity | Man page Source code |
| calcKVA | Man page Source code |
| xVACalculator | Man page Source code |
| xVACalculatorExample | Man page Source code |
