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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
staticcreditxvacalculator.hpp File Reference

XVA calculator with static credit. More...

#include <orea/aggregation/xvacalculator.hpp>

Go to the source code of this file.

Classes

class  StaticCreditXvaCalculator
 XVA Calculator base with static credit. More...
 

Namespaces

namespace  ore
 
namespace  ore::analytics
 

Detailed Description

XVA calculator with static credit.

Definition in file staticcreditxvacalculator.hpp.