Reference manual - version orea_version
Files | |
| file | collateralaccount.hpp |
| Collateral Account Balance (stored in base currency) | |
| file | collatexposurehelper.hpp |
| Collateral Exposure Helper Functions (stored in base currency) | |
| file | creditmigrationcalculator.hpp |
| Exposure calculator. | |
| file | dimcalculator.hpp |
| Dynamic Initial Margin calculator base class. | |
| file | dimcalculator.hpp |
| Dynamic Initial Margin calculator base class. | |
| file | dimregressioncalculator.hpp |
| Dynamic Initial Margin calculator by regression. | |
| file | dynamiccreditxvacalculator.hpp |
| XVA calculator with dynamic credit. | |
| file | exposureallocator.hpp |
| Exposure allocator. | |
| file | exposurecalculator.hpp |
| Exposure calculator. | |
| file | nettedexposurecalculator.hpp |
| Exposure calculator. | |
| file | postprocess.hpp |
| Exposure aggregation and XVA calculation. | |
| file | staticcreditxvacalculator.hpp |
| XVA calculator with static credit. | |
| file | xvacalculator.hpp |
| CVA calculator base class. | |
Classes | |
| class | CollateralAccount |
| Collateral Account. More... | |
| class | CollateralAccount::MarginCall |
| Margin Call. More... | |
| class | CollateralExposureHelper |
| Collateral Exposure Helper. More... | |
| class | PostProcess |
| Exposure Aggregation and XVA Calculation. More... | |
Grouping of all analytic related classes, functions and files