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xVA - MaRDI portal

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

    Identifiers

    swMATH work ID
    17927
    0 references
    CRAN project
    xVA
    0 references
     
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