QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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onefactorcopula.hpp File Reference

One-factor copula base class. More...

#include <ql/experimental/credit/distribution.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
#include <utility>

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Classes

class  OneFactorCopula
 Abstract base class for one-factor copula models. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

One-factor copula base class.

Definition in file onefactorcopula.hpp.