---
title: "XVA / CVA Calculator"
method: POST
path: "/v1/tools/calculate_xva"
tags: ["TODO_TAGS_REVIEW"]
---

# XVA / CVA Calculator

`POST /v1/tools/calculate_xva`

## Request

- Base URL: `https://ainumbers.co`
- URL: `https://ainumbers.co/v1/tools/calculate_xva`
- Auth: none declared

Monte Carlo XVA/CVA calculator. Simulates expected-exposure profiles for IRS, FX forwards, and CDS; computes CVA, DVA, FVA via discounted expected positive/negative exposure. Zero-egress.

**Tool URL:** https://ainumbers.co/chaingraph/qfa-04-xva-cva-calculator.html
**AP2/Policy Mandate export:** yes

## Request body

- object
  - `cpyLGD_pct` number, required: Percentage value
  - `cpyPD_pct` number, required: Percentage value
  - `funding_bps` number, required: Amount in basis points
  - `instrument` unknown, required
  - `maturity_years` unknown, required
  - `n_paths` number, required
  - `n_steps` number, required
  - `notional` unknown, required
  - `ownPD_pct` number, required: Percentage value
  - `preset` unknown, required
  - `rfr_pct` number, required: Percentage value
  - `seed` unknown
  - `vol_pct` number, required: Percentage value

## Response `200`

Successful tool execution result

- object
  - `compliance_flags` string[]
  - `cva` number
  - `cva_basis` string
  - `dva` number
  - `dva_basis` string
  - `fva` number
  - `fva_basis` string
  - `n_paths` integer
  - `n_steps` integer
  - `peak_epe` number
  - `peak_epe_pct_notional` number
  - `verdict` string
  - `xva` number
  - `xva_risk_rating` string

---

[API](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite.md) · [All operations](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/llms.txt) · [OpenAPI document](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/revisions/b462e4f5bb28?raw)