| xVACalculatorExample {xVA} | R Documentation |
xVA calculation example
Description
Calculates the xVA values for a simple example containing two IR swaps.
Usage
xVACalculatorExample()
Value
A list with the values of various valuations' adjustments
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
## run the example
xVACalculatorExample()
[Package xVA version 1.1 Index]