QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <tcopulapolicy.hpp>
Public Attributes | |
std::vector< Integer > | tOrders |
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.
Definition at line 48 of file tcopulapolicy.hpp.
std::vector<Integer> tOrders |
Definition at line 50 of file tcopulapolicy.hpp.