CVA functionality in R?
Folks, I am sorry if this (short) note makes it to the list twice. I mistakenly posted with a wrong email address. It doesn't seem to have made it into the archive (which is good!). We are working to build a CVA (Credit Valuation Adjustment) system in R. Pointers or links to R resources that are specific to this project would be greatly appreciated. Note that I have looked at the CRAN Finance Task view. Thanks for your help, KW --