QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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One-factor Student-t copula. More...
#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/math/distributions/studenttdistribution.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
Go to the source code of this file.
Classes | |
class | OneFactorStudentCopula |
One-factor Double Student t-Copula. More... | |
class | OneFactorGaussianStudentCopula |
One-factor Gaussian-Student t-Copula. More... | |
class | OneFactorStudentGaussianCopula |
One-factor Student t - Gaussian Copula. More... | |
Namespaces | |
namespace | QuantLib |
One-factor Student-t copula.
Definition in file onefactorstudentcopula.hpp.