#include <ql/experimental/math/tcopulapolicy.hpp>
Collaboration diagram for TCopulaPolicy::initTraits:
Public Attributes | |
| std::vector< Integer > | tOrders |
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.