sacvaanalytic.hpp File Reference

Analytic for "Standard Approach CVA Capital" (SA-CCA) calculation SA-CVA. More...

#include <orea/app/analytic.hpp>
#include <orea/app/analytics/analyticfactory.hpp>
#include <orea/app/analytics/xvasensitivityanalytic.hpp>

Classes
class	SaCvaAnalyticImpl
class	SaCvaAnalytic

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

Analytic for "Standard Approach CVA Capital" (SA-CCA) calculation SA-CVA.