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Reference manual - version orea_version
aggregation Directory Reference

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  creditmigrationhelper.hpp
 Credit migration helper class.
 
file  creditsimulationparameters.hpp
 Credit simulation parameter 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.