CalcAddon | Calculates the Addon amount |
CalcEAD | Calculates the EAD |
CalcPFE | Calculates the PFE |
CalcRC | Calculates the RC |
Commodity | Commodity Class |
CommSwap | Commodity Swap Class |
CreditIndex | Credit Index Class |
CreditSingle | Credit Single Class |
CSA | CSA Class |
ExampleBasisVol | Basis+Volatility trades Example |
ExampleComm | Commodities Example |
ExampleCredit | Credit Products Example |
ExampleFX | FX Example |
ExampleIRD | IRDs Example |
ExampleIRDCommMargined | Margined IRDs+Commodity Example |
ExampleIRDCredit | IRDs+Commodity Example |
FXSwap | FX Swap Class |
HandleBasisVol | Calculates the Addon amount after handling basis and Volatility trades |
IRDSwap | IRD Swap Class |
IRDSwaption | IRD Swaption Class |
IRDSwapVol | IRD Swap Volatility Class |
LoadSupervisoryData | Supervisory Data Loading |