Package: SACCR
Type: Package
Title: SA Counterparty Credit Risk under Basel III
Version: 1.0
Date: 2015-09-04
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). For the generation of the trades an
    object-oriented solution has been created.
License: GPL-3
Imports: methods
URL: www.openriskcalc.com
Collate: 'CalcAddon.R' 'CalcEAD.R' 'CalcPFE.R' 'CalcRC.R' 'Trade.R'
        'Commodity.R' 'Credit.R' 'ExampleComm.R' 'ExampleCredit.R'
        'ExampleFX.R' 'ExampleIRD.R' 'ExampleIRDCredit.R' 'FX.R'
        'IRD.R' 'LoadSupervisoryData.R' 'runExampleCalcs.R'
NeedsCompilation: no
Packaged: 2015-10-11 14:33:34 UTC; tasos
Repository: CRAN
Date/Publication: 2015-10-11 16:58:34
