CalcAddon |
Calculates the Addon amount |
CalcEAD |
Calculates the EAD |
CalcPFE |
Calculates the PFE |
CalcRC |
Calculates the RC |
CreateTradeGraph |
Creates a tree-like structure of a list of trades |
DetermineCCRMethodology |
Specifies the CCR methodology |
ExampleBasisVol |
Basis+Volatility trades Example |
ExampleComm |
Commodities Example |
ExampleCredit |
Credit Products Example |
ExampleFX |
FX Example |
ExampleIRD |
IRDs Example |
ExampleIRDCommMargined |
Margined IRDs+Commodity Example |
ExampleIRDCredit |
IRDs+Commodity Example |
HandleBasisVol |
Splits trades in being basis, volatility or 'normal' transactions |
LoadSupervisoryData |
Supervisory Data Loading |
SACCRCalculator |
SA-CCR Calculator |
SingleTradeAddon |
Calculates the addon information |