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Reference manual - version orea_version
XvaResults Class Reference

Public Types

enum class  Adjustment { CVA , DVA , FBA , FCA }

Public Member Functions

 XvaResults (const QuantLib::ext::shared_ptr< InMemoryReport > &xvaReport)
const std::map< std::string, double > & getTradeXVAs (Adjustment adjustment)
const std::map< std::string, double > & getNettingSetXVAs (Adjustment adjustment)
const std::set< std::string > & nettingSetIds () const
const std::set< std::string > & tradeIds () const
const std::map< std::string, std::string > & tradeNettingSetMapping () const