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Exposure

Uncollateralised exposure simulation, product by product, various simulation features.

Official readme: readme.md

input

• conventions_inflation.xml
• correlation.csv
• curveconfig_flipview.xml
• curveconfig_inflation.xml
• fixings_inflation.txt
• inputeigenvectors_hw2f.csv
• market_flipview.txt
• market_inflation.txt
• netting.xml
• netting_flipview.xml
• netting_flipview_reversed.xml
• ore_callable_bond.xml
• ore_capfloor.xml
• ore_ccs.xml
• ore_cmsspread.xml
• ore_commodity.xml
• ore_credit.xml
• ore_creditoptions.xml
• ore_equity.xml
• ore_fbc.xml
• ore_flipview.xml
• ore_flipview_normal.xml
• ore_flipview_reversed.xml
• ore_fra.xml
• ore_fx.xml
• ore_hw2f.xml
• ore_hw2f_calibration.xml
• ore_hw2f_calibration_rn.xml
• ore_hwhistoricalcalibration.xml
• ore_hwhistoricalcalibration_pca.xml
• ore_inflation_dk.xml
• ore_inflation_jy.xml
• ore_longterm_1.xml
• ore_longterm_2.xml
• ore_measure_ba.xml
• ore_measure_fwd.xml
• ore_measure_lgm.xml
• ore_swap.xml
• ore_swap_hw2f.xml
• ore_swap_hw2f_swaptions.xml
• ore_swap_swaptions.xml
• ore_swapflat.xml
• ore_swapflat_swaptions.xml
• ore_swaption.xml
• ore_wwr.xml
• ore_xva_corr.xml
• pca_eur.csv
• pca_gbp.csv
• pca_usd.csv
• portfolio_callablebond.xml
• portfolio_capfloor.xml
• portfolio_ccs.xml
• portfolio_cmsspread.xml
• portfolio_commodity.xml
• portfolio_credit.xml
• portfolio_creditoptions.xml
• portfolio_equity.xml
• portfolio_fbc.xml
• portfolio_flipview.xml
• portfolio_flipview_reversed.xml
• portfolio_fra.xml
• portfolio_fx.xml
• portfolio_hw2f.xml
• portfolio_hw2f_calibration.xml
• portfolio_inflation.xml
• portfolio_inflation_dk.xml
• portfolio_inflation_jy.xml
• portfolio_longterm.xml
• portfolio_singleswap.xml
• portfolio_swap.xml
• portfolio_swap_swaptions.xml
• portfolio_swapflat.xml
• portfolio_swapflat_swaptions.xml
• portfolio_swaption.xml
• pricingengine.xml — engines for 1 product types: Swap
• pricingengine_callablebond.xml — engines for 2 product types: Bond, CallableBond
• pricingengine_callablebond_amc.xml — engines for 2 product types: Bond, CallableBond
• reference_data_callablebond.xml
• scenarios.csv
• sensitivity.xml
• simulation.xml
• simulation_ba.xml
• simulation_callablebond.xml
• simulation_ccs.xml
• simulation_credit.xml
• simulation_flipview.xml
• simulation_fwd.xml
• simulation_hw2f.xml
• simulation_hw2f_calibration.xml
• simulation_hw2f_rncal.xml
• simulation_inflation_dk.xml
• simulation_inflation_jy.xml
• simulation_lgm.xml
• simulation_longterm_1.xml
• simulation_longterm_2.xml
• simulation_swap_hw2f.xml
• simulation_swapflat.xml
• simulation_wwr.xml
• todaysmarket_flipview.xml
• todaysmarket_inflation.xml