QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Attributes | List of all members
TCopulaPolicy::initTraits Struct Reference

#include <tcopulapolicy.hpp>

+ Collaboration diagram for TCopulaPolicy::initTraits:

Public Attributes

std::vector< IntegertOrders
 

Detailed Description

Stores the parameters defining the factors random variable T-distributions. As it is now the latent models are restricted to having the same distribution for all idiosyncratic factors, so only one parameter is needed for them.

Examples
BasketLosses.cpp, and LatentModel.cpp.

Definition at line 48 of file tcopulapolicy.hpp.

Member Data Documentation

◆ tOrders

std::vector<Integer> tOrders
Examples
BasketLosses.cpp, and LatentModel.cpp.

Definition at line 50 of file tcopulapolicy.hpp.