xVACalculatorExample: xVA calculation example

Description

Calculates the xVA values for a simple example containing two IR swaps.

Usage

1

Value

A list with the values of various valuations' adjustments

Author(s)

Tasos Grivas <tasos@openriskcalculator.com>

Examples

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## run the example

xVACalculatorExample()

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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