R: SA Counterparty Credit Risk under CRR2

# SA Counterparty Credit Risk under CRR2

## Documentation for package ‘SACCR’ version 3.4

- DESCRIPTION file

## Help Pages

CalcAddon | Calculates the Addon amount
CalcEAD | Calculates the EAD
CalcPFE | Calculates the PFE
CalcRC | Calculates the RC
CreateTradeGraph | Creates a tree-like structure of a list of trades
DetermineCCRMethodology | Specifies the CCR methodology
ExampleBasisVol | Basis+Volatility trades Example
ExampleComm | Commodities Example
ExampleCredit | Credit Products Example
ExampleFX | FX Example
ExampleFXHedge | FX Example
ExampleIRD | IRDs Example
ExampleIRDCommMargined | Margined IRDs+Commodity Example
ExampleIRDCredit | IRDs+Commodity Example
HandleBasisVol | Splits trades in being basis, volatility or 'normal' transactions
LoadSupervisoryData | Supervisory Data Loading
SACCRCalculator | SA-CCR Calculator
SingleTradeAddon | Calculates the addon information