QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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GaussianCopulaPolicy Member List

This is the complete list of members for GaussianCopulaPolicy, including all inherited members.

allFactorCumulInverter(const std::vector< Real > &probs) constGaussianCopulaPolicy
cumulative_GaussianCopulaPolicyprivatestatic
cumulativeY(Real val, Size iVariable) constGaussianCopulaPolicy
cumulativeZ(Real z) constGaussianCopulaPolicy
density(const std::vector< Real > &m) constGaussianCopulaPolicy
density_GaussianCopulaPolicyprivatestatic
GaussianCopulaPolicy(const std::vector< std::vector< Real > > &factorWeights=std::vector< std::vector< Real > >(), const initTraits &dummy=int())GaussianCopulaPolicyexplicit
getInitTraits() constGaussianCopulaPolicy
initTraits typedefGaussianCopulaPolicy
inverseCumulativeDensity(Probability p, Size iFactor) constGaussianCopulaPolicy
inverseCumulativeY(Probability p, Size iVariable) constGaussianCopulaPolicy
inverseCumulativeZ(Probability p) constGaussianCopulaPolicy
numFactors() constGaussianCopulaPolicy
numFactors_GaussianCopulaPolicymutableprivate