QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for GaussianCopulaPolicy, including all inherited members.
allFactorCumulInverter(const std::vector< Real > &probs) const | GaussianCopulaPolicy | |
cumulative_ | GaussianCopulaPolicy | privatestatic |
cumulativeY(Real val, Size iVariable) const | GaussianCopulaPolicy | |
cumulativeZ(Real z) const | GaussianCopulaPolicy | |
density(const std::vector< Real > &m) const | GaussianCopulaPolicy | |
density_ | GaussianCopulaPolicy | privatestatic |
GaussianCopulaPolicy(const std::vector< std::vector< Real > > &factorWeights=std::vector< std::vector< Real > >(), const initTraits &dummy=int()) | GaussianCopulaPolicy | explicit |
getInitTraits() const | GaussianCopulaPolicy | |
initTraits typedef | GaussianCopulaPolicy | |
inverseCumulativeDensity(Probability p, Size iFactor) const | GaussianCopulaPolicy | |
inverseCumulativeY(Probability p, Size iVariable) const | GaussianCopulaPolicy | |
inverseCumulativeZ(Probability p) const | GaussianCopulaPolicy | |
numFactors() const | GaussianCopulaPolicy | |
numFactors_ | GaussianCopulaPolicy | mutableprivate |