{ "_id": "6a1ee611b401979e7341149a", "Package": "xVA", "Type": "Package", "Title": "Credit Risk Valuation Adjustments", "Version": "1.3", "Date": "2025-05-23", "Author": "Tasos Grivas [aut, cre]", "Authors@R": "person(given = \"Tasos\", \nfamily = \"Grivas\",\nrole = c(\"aut\", \"cre\"),\nemail = \"info@openriskcalculator.com\")", "Maintainer": "Tasos Grivas ", "Description": "Calculates a number of valuation adjustments including\nCVA, DVA, FBA, FCA, MVA and KVA. A two-way margin agreement has\nbeen implemented. For the KVA calculation four regulatory\nframeworks are supported: CEM, (simplified) SA-CCR, OEM and\nIMM. The probability of default is implied through the credit\nspreads curve. The package supports an exposure calculation\nbased on SA-CCR which includes several trade types and a\nsimulated path which is currently available only for Interest\nRate Swaps. The latest regulatory capital charge methodologies\nhave been implementing including BA-CVA & SA-CVA.", "License": "GPL-3", "URL": "https://openriskcalculator.com/", "Collate": "'CalcNGR.R' 'CalcPD.R' 'CalcSimulatedExposure.R' 'CalcVA.R'\n'GenerateTimeGrid.R' 'calcDefCapital.R' 'calcEADRegulatory.R'\n'calcEffectiveMaturity.R' 'calcKVA.R' 'xVACalculator.R'\n'xVACalculatorExample.R' 'onLoad.R' 'IS_ELIGIBLE_CCY.R'\n'IS_IG.R' 'LoadSupervisoryCVAData.R' 'calcCVACapital.R'", "NeedsCompilation": "no", "RoxygenNote": "7.3.2", "Repository/R-Forge/Project": "ccr", "Repository/R-Forge/Revision": "65", "Repository/R-Forge/DateTimeStamp": "2022-08-27 16:52:51", "Packaged": { "Date": "2026-05-19 08:24:15 UTC", "User": "root" }, "Config/pak/sysreqs": "libgmp3-dev libicu-dev libpng-dev python3", "Repository": "https://sa-ccr.r-universe.dev", "Date/Publication": "2025-05-30 10:41:31 UTC", "RemoteUrl": "https://github.com/cran/xVA", "RemoteRef": "HEAD", "RemoteSha": 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