QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
gaussiancopula.hpp File Reference

gaussian copula More...

#include <ql/math/distributions/bivariatenormaldistribution.hpp>
#include <functional>

Go to the source code of this file.

Classes

class  GaussianCopula
 Gaussian copula. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

gaussian copula

Definition in file gaussiancopula.hpp.