https://au.mathworks.com/help/fininst/construct-saccr-object-compute-regulatory-for-interest-rate-swap-trade.html
Create saccr Object and Compute Regulatory Values for Interest-Rate Swap - MATLAB & Simulink
This example shows how to create a saccr object involving a trade for a 10-year interest-rate swap in Euros that is valued in US dollars.
https://cran.r-project.org/src/contrib/Archive/SACCR/?C=S;O=A
Index of /src/contrib/Archive/SACCR
index ofsrccontribarchive
https://calypsoeducation.nasdaq.com/courses/saccr
2006-SACCR
https://fr.mathworks.com/help/fininst/construct-saccr-object-compute-regulatory-for-trades-for-multiple-asset-classes-with-netting-set.html
Create saccr Object and Compute Regulatory Values for Multiple Asset Classes with Netting Set -...
This example shows how to create a saccr object for trades from multiple asset classes with a netting set.
https://fr.mathworks.com/help/fininst/construct-saccr-object-compute-regulatory-for-trades-for-multiple-asset-classes.html
Create saccr Object and Compute Regulatory Values for Multiple Asset Classes - MATLAB & Simulink
This example shows how to create a saccr object for trades representing multiple asset classes.
https://fr.mathworks.com/help/fininst/construct-saccr-object-compute-regulatory-for-trades-for-multiple-asset-classes-with-netting-set-collateral-set-collateral-position.html
Create saccr Object and Compute Regulatory Values for Multiple Asset Classes with Netting Set,...
This example shows how to create a saccr object for trades from multiple asset classes with a netting set, collateral set, and collateral positions.
https://de.mathworks.com/help/fininst/construct-saccr-object-compute-regulatory-for-trades-for-multiple-asset-classes-with-netting-set.html
Create saccr Object and Compute Regulatory Values for Multiple Asset Classes with Netting Set -...
This example shows how to create a saccr object for trades from multiple asset classes with a netting set.