Uses of Class
org.drip.xva.basel.OTCAccountingModus

Packages that use OTCAccountingModus
Package Description
org.drip.xva.basel
XVA Based Basel Accounting Measures

  • Uses of OTCAccountingModus in org.drip.xva.basel

    Subclasses of OTCAccountingModus in org.drip.xva.basel
    Modifier and Type Class Description
    class  OTCAccountingModusFCAFBA
    OTCAccountingModusFCAFBA implements the Basel Accounting Scheme using the FCA/FBA Specification of the Streamlined Accounting Framework for OTC Derivatives, as described in Albanese and Andersen (2014).
    class  OTCAccountingModusFVAFDA
    OTCAccountingModusFVAFDA implements the Basel Accounting Scheme using the FVA/FDA Specification of the Streamlined Accounting Framework for OTC Derivatives, as described in Albanese and Andersen (2014).