QuantLib: C:/dev/QuantLib/ql/math/copulas/gaussiancopula.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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gaussian copula More...

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

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Classes
class	GaussianCopula
	Gaussian copula. More...

Namespaces
namespace	QuantLib

Detailed Description

gaussian copula

Definition in file gaussiancopula.hpp.