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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/experimental/credit/basket.hpp>#include <ql/experimental/math/latentmodel.hpp>#include <ql/experimental/math/gaussiancopulapolicy.hpp>#include <boost/dynamic_bitset.hpp>Go to the source code of this file.
Classes | |
| class | DefaultLatentModel< copulaPolicy > |
| Default event Latent Model. More... | |
Namespaces | |
| namespace | QuantLib |
Typedefs | |
| typedef DefaultLatentModel< GaussianCopulaPolicy > | GaussianDefProbLM |
| typedef DefaultLatentModel< TCopulaPolicy > | TDefProbLM |