Fully annotated reference manual - version 1.8.12
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orea
aggregation
aggregation Directory Reference
Files
file
collateralaccount.cpp
[code]
file
collateralaccount.hpp
[code]
Collateral Account Balance (stored in base currency)
file
collatexposurehelper.cpp
[code]
file
collatexposurehelper.hpp
[code]
Collateral Exposure Helper Functions (stored in base currency)
file
creditmigrationcalculator.cpp
[code]
file
creditmigrationcalculator.hpp
[code]
Exposure calculator.
file
creditmigrationhelper.cpp
[code]
file
creditmigrationhelper.hpp
[code]
Credit migration helper class.
file
creditsimulationparameters.cpp
[code]
file
creditsimulationparameters.hpp
[code]
Credit simulation parameter class.
file
cvaspreadsensitivitycalculator.cpp
[code]
file
cvaspreadsensitivitycalculator.hpp
[code]
file
dimcalculator.cpp
[code]
file
dimcalculator.hpp
[code]
Dynamic Initial Margin calculator base class.
file
dimflatcalculator.cpp
[code]
file
dimflatcalculator.hpp
[code]
file
dimregressioncalculator.cpp
[code]
file
dimregressioncalculator.hpp
[code]
Dynamic Initial Margin calculator by regression.
file
dynamiccreditxvacalculator.cpp
[code]
file
dynamiccreditxvacalculator.hpp
[code]
XVA calculator with dynamic credit.
file
exposureallocator.cpp
[code]
file
exposureallocator.hpp
[code]
Exposure allocator.
file
exposurecalculator.cpp
[code]
file
exposurecalculator.hpp
[code]
Exposure calculator.
file
nettedexposurecalculator.cpp
[code]
file
nettedexposurecalculator.hpp
[code]
Exposure calculator.
file
postprocess.cpp
[code]
file
postprocess.hpp
[code]
Exposure aggregation and XVA calculation.
file
staticcreditxvacalculator.cpp
[code]
file
staticcreditxvacalculator.hpp
[code]
XVA calculator with static credit.
file
xvacalculator.cpp
[code]
file
xvacalculator.hpp
[code]
CVA calculator base class.
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