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Fully annotated reference manual - version 1.8.12
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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.