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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "xVA" in publications use:'
type: software
license: GPL-3.0-only
title: 'xVA: Credit Risk Valuation Adjustments'
version: '1.3'
doi: 10.32614/CRAN.package.xVA
abstract: 'Calculates a number of valuation adjustments including CVA, DVA, FBA, FCA,
  MVA and KVA. A two-way margin agreement has been implemented. For the KVA calculation
  four regulatory frameworks are supported: CEM, (simplified) SA-CCR, OEM and IMM.
  The probability of default is implied through the credit spreads curve. The package
  supports an exposure calculation based on SA-CCR which includes several trade types
  and a simulated path which is currently available only for Interest Rate Swaps.
  The latest regulatory capital charge methodologies have been implementing including
  BA-CVA & SA-CVA.'
authors:
- family-names: Grivas
  given-names: Tasos
  email: info@openriskcalculator.com
repository: https://sa-ccr.r-universe.dev
commit: e20333023044ac73580ee810d6801dd1c206f9a5
url: https://openriskcalculator.com/
date-released: '2025-05-23'
contact:
- family-names: Grivas
  given-names: Tasos
  email: info@openriskcalculator.com