Package: SACCR
Type: Package
Title: SA Counterparty Credit Risk under Basel III
Version: 1.1
Date: 2015-12-24
Author: Tasos Grivas
Maintainer: Tasos Grivas <info@openriskcalculator.com>
Description: Computes the Exposure-At-Default based on standardized approach of
    the Basel III Regulatory framework (SA-CCR). It also includes an object-oriented
    solution for the generation of the trades.
License: GPL-3
Imports: methods
URL: www.openriskcalc.com
Collate: 'CSA.R' 'CalcAddon.R' 'CalcEAD.R' 'CalcPFE.R' 'CalcRC.R'
        'Trade.R' 'Commodity.R' 'Credit.R' 'ExampleComm.R'
        'ExampleCredit.R' 'ExampleFX.R' 'ExampleIRD.R'
        'ExampleIRDCommMargined.R' 'ExampleIRDCredit.R' 'FX.R' 'IRD.R'
        'LoadSupervisoryData.R' 'runExampleCalcs.R'
NeedsCompilation: no
Packaged: 2015-12-28 10:46:34 UTC; tasos
Repository: CRAN
Date/Publication: 2015-12-28 11:55:04
