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

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
 

Detailed Description

One-factor Student-t copula.

Definition in file onefactorstudentcopula.hpp.