calcCVACapital |
Calculates the CVA Capital Charge |
calcDefCapital |
Calculates the Default Capital Charge |
calcEADRegulatory |
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 |
IS_ELIGIBLE_CCY |
Checks if specified currency is low risk |
IS_IG |
Checks if Credit rating is Investment Grade |
LoadSupervisoryCVAData |
Supervisory Data Loading |
xVACalculator |
Calculates the xVA values |
xVACalculatorExample |
xVA calculation example |