QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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One-factor copula base class. More...
#include <ql/experimental/credit/distribution.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
#include <utility>
Go to the source code of this file.
Classes | |
class | OneFactorCopula |
Abstract base class for one-factor copula models. More... | |
Namespaces | |
namespace | QuantLib |
One-factor copula base class.
Definition in file onefactorcopula.hpp.