Calculates Credit Risk Valuation Adjustments

calcCVACapital | Calculates the CVA Capital Charge |

calcDefCapital | Calculates the Default Capital Charge |

calcEAD | Calculates the Exposure-At-Default (EAD) |

calcEffectiveMaturity | Calculates the Effective Maturity |

calcKVA | Calculates the Capital Valuation Adjustment (KVA) |

CalcNGR | Calculates the Net/Gross ratio (NGR) |

CalcPD | Calculates the Probablity of Default |

CalcSimulatedExposure | Calculated the Simulated Exposure Profile |

CalcVA | Calculates the Valuation Adjustment |

xVACalculator | Calculates the xVA values |

xVACalculatorExample | xVA calculation example |

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