Docs / nablatensor-cva / com.nablatensor.cva

record

SaCvaResult

The SA-CVA capital charge and its build-up: per risk type and per correlation scenario, with the binding scenario and the m_CVA-scaled total.

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Record components

perScenario: Map<CorrelationScenario, Double>
byRiskType: Map<RiskClass, Double>
selected: CorrelationScenario
total: double