xVA (Q29778)

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Calculates Credit Risk Valuation Adjustments
Language Label Description Also known as
English
xVA
Calculates Credit Risk Valuation Adjustments

    Statements

    instance of
    R package
    0 references
    last update
    27 August 2022
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    software version identifier
    1.1
    publication date
    27 August 2022
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    author
    Tasos Grivas
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    imports
    methods
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    SACCR
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    Trading
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    data.table
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    programmed in
    R
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    Identifiers

    swMATH work ID
    17927
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    CRAN project
    xVA
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