File R-SACCR.spec of Package R-SACCR

# Automatically generated by CRAN2OBS
# 
# Spec file for package SACCR 
# This file is auto-generated using information in the package source, 
# esp. Description and Summary. Improvements in that area should be 
# discussed with upstream. 
# 
# Copyright (c) 2025 SUSE LINUX GmbH, Nuernberg, Germany. 
# 
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# remain the property of their copyright owners, unless otherwise agreed 
# upon. The license for this file, and modifications and additions to the 
# file, is the same license as for the pristine package itself (unless the 
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# published by the Open Source Initiative. 
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# 
 
%global packname  SACCR 
%global rlibdir   %{_libdir}/R/library 
 
Name:           R-%{packname} 
Version:        3.3 
Release:        0 
Summary:        SA Counterparty Credit Risk under CRR2 
Group:          Development/Libraries/Other 
License:        GPL-3 
URL:            http://cran.r-project.org/web/packages/%{packname} 
Source:         SACCR_3.3.tar.gz 
Requires:       R-base 
Requires:	R-data.tree
Requires:	R-jsonlite
Requires:	R-Trading
Requires:	R-R6
Requires:	R-stringi
Requires:	R-reticulate
Requires:	R-PerformanceAnalytics
Requires:	R-data.table
Requires:	R-ggplot2
Requires:	R-readxl
Requires:	R-RcppAlgos
Requires:	R-cli
Requires:	R-gtable
Requires:	R-isoband
Requires:	R-lifecycle
Requires:	R-rlang
Requires:	R-S7
Requires:	R-scales
Requires:	R-vctrs
Requires:	R-withr
Requires:	R-xts
Requires:	R-quadprog
Requires:	R-zoo
Requires:	R-gmp
Requires:	R-cpp11
Requires:	R-cellranger
Requires:	R-tibble
Requires:	R-progress
Requires:	R-Rcpp
Requires:	R-RcppTOML
Requires:	R-here
Requires:	R-png
Requires:	R-rappdirs
Requires:	R-rematch
Requires:	R-glue
Requires:	R-rprojroot
Requires:	R-crayon
Requires:	R-hms
Requires:	R-prettyunits
Requires:	R-farver
Requires:	R-labeling
Requires:	R-RColorBrewer
Requires:	R-viridisLite
Requires:	R-magrittr
Requires:	R-pillar
Requires:	R-pkgconfig
Requires:	R-utf8
 
# %%if 0%%{?sle_version} > 120400 || 0%%{?is_opensuse} 
# # Three others commonly needed 
# BuildRequires:  tex(ae.sty) 
# BuildRequires:  tex(fancyvrb.sty) 
# BuildRequires:  tex(inconsolata.sty) 
# BuildRequires:  tex(natbib.sty) 
# %else 
# BuildRequires:  texlive 
# %endif 
# BuildRequires:  texinfo 
BuildRequires:  fdupes 
BuildRequires:  R-base 
BuildRequires: 	R-data.tree
BuildRequires: 	R-jsonlite
BuildRequires: 	R-Trading
BuildRequires: 	R-R6
BuildRequires: 	R-stringi
BuildRequires: 	R-reticulate
BuildRequires: 	R-PerformanceAnalytics
BuildRequires: 	R-data.table
BuildRequires: 	R-ggplot2
BuildRequires: 	R-readxl
BuildRequires: 	R-RcppAlgos-devel
BuildRequires: 	R-cli
BuildRequires: 	R-gtable
BuildRequires: 	R-isoband
BuildRequires: 	R-lifecycle
BuildRequires: 	R-rlang
BuildRequires: 	R-S7
BuildRequires: 	R-scales
BuildRequires: 	R-vctrs
BuildRequires: 	R-withr
BuildRequires: 	R-xts
BuildRequires: 	R-quadprog
BuildRequires: 	R-zoo
BuildRequires: 	R-gmp
BuildRequires: 	R-cpp11-devel
BuildRequires: 	R-cellranger
BuildRequires: 	R-tibble
BuildRequires: 	R-progress
BuildRequires: 	R-Rcpp-devel
BuildRequires: 	R-RcppTOML-devel
BuildRequires: 	R-here
BuildRequires: 	R-png
BuildRequires: 	R-rappdirs
BuildRequires: 	R-rematch
BuildRequires: 	R-glue
BuildRequires: 	R-rprojroot
BuildRequires: 	R-crayon
BuildRequires: 	R-hms
BuildRequires: 	R-prettyunits
BuildRequires: 	R-farver
BuildRequires: 	R-labeling
BuildRequires: 	R-RColorBrewer
BuildRequires: 	R-viridisLite
BuildRequires: 	R-magrittr
BuildRequires: 	R-pillar
BuildRequires: 	R-pkgconfig
BuildRequires: 	R-utf8
 
%description 
Computes the Exposure-At-Default based on the standardized approach of 
CRR2 (SA-CCR). The simplified version of SA-CCR has been included, as 
well as the OEM methodology. Multiple trade types of all the five major 
asset classes are being supported including the Other Exposure and, 
given the inheritance- based structure of the application, the addition 
of further trade types is straightforward. The application returns a 
list of trees per Counterparty and CSA after automatically separating 
the trades based on the Counterparty, the CSAs, the hedging sets, the 
netting sets and the risk factors. The basis and volatility 
transactions are also identified and treated in specific hedging sets 
whereby the corresponding penalty factors are applied. All the examples 
appearing on the regulatory papers (both for the margined and the 
unmargined workflow) have been implemented including the latest CRR2 
developments. 
 
%prep 
%setup -q -c -n %{packname} 
# the next line is needed, because we build without --clean in between two packages 
rm -rf ~/.R  
 
 
%build 
 
%install 
mkdir -p %{buildroot}%{rlibdir} 
%{_bindir}/R CMD INSTALL -l %{buildroot}%{rlibdir} %{packname} 
test -d %{packname}/src && (cd %{packname}/src; rm -f *.o *.so) 
rm -f %{buildroot}%{rlibdir}/R.css 
%fdupes -s %{buildroot}%{rlibdir} 
 
#%%check 
#%%{_bindir}/R CMD check %%{packname} 
 
%files 
%dir %{rlibdir}/%{packname} 
%doc %{rlibdir}/%{packname}/DESCRIPTION
%{rlibdir}/%{packname}/INDEX
%{rlibdir}/%{packname}/Meta
%{rlibdir}/%{packname}/NAMESPACE
%{rlibdir}/%{packname}/R
%{rlibdir}/%{packname}/extdata
%doc %{rlibdir}/%{packname}/help
%doc %{rlibdir}/%{packname}/html
 
%changelog