Docs / quant-cva / com.nablatensor.cva
final class
BaCvaParameters
No doc comment on this type yet.
Methods
static BaCvaParametersBuilder of()
static BaCvaParameters standard()
double rho()
double beta()
double alpha()
double riskWeight(CreditName.RatingEnum rating, CreditName.SectorEnum sector)
double supervisoryDiscount(double maturity)