AN INCISIVE AND ESSENTIAL GUIDE TO BUILDING A COMPLETE SYSTEM FOR DERIVATIVE SCRIPTING  In Volume 2 of _Modern Computational Finance Scripting for Derivatives and xVA,_ quantitative finance experts and practitioners Drs. Antoine Savine and Jesper Andreasen deliver an indispensable and insightful roadmap to the interrogation, aggregation, and manipulation of cash-flows in a variety of ways. The book demonstrates how to facilitate portfolio-wide risk assessment and regulatory calculations (like xVA).  Complete with a professional scripting library written in modern C++, this stand-alone volume walks readers through the construction of a comprehensive risk and valuation tool. This essential book also offers:  * Effective strategies for improving scripting libraries, from basic examples--like support for dates and vectors--to advanced improvements, including American Monte Carlo techniques  * Exploration of the concepts of fuzzy logic and risk sensitivities, including support for smoothing and condition domains  * Discussion of the application of scripting to xVA, complete with a full treatment of branching  Perfect for quantitative analysts, risk professionals, system developers, derivatives traders, and financial analysts, _Modern Computational Finance Scripting for Derivatives and xVA_: Volume 2 is also a must-read resource for students and teachers in master’s and PhD finance programs.