SACCR (1.1)
SA Counterparty Credit Risk under Basel III.
www.openriskcalc.com
http://cran.r-project.org/web/packages/SACCR
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.
Maintainer:
Tasos Grivas
Author(s): Tasos Grivas
License: GPL-3
Uses: Does not use any package
Reverse suggests: Trading
Released almost 4 years ago.
