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 TCopulaPolicy, including all inherited members.
allFactorCumulInverter(const std::vector< Real > &probs) const | TCopulaPolicy | |
cumulativeY(Real val, Size iVariable) const | TCopulaPolicy | |
cumulativeZ(Real z) const | TCopulaPolicy | |
density(const std::vector< Real > &m) const | TCopulaPolicy | |
distributions_ | TCopulaPolicy | mutableprivate |
getInitTraits() const | TCopulaPolicy | |
inverseCumulativeDensity(Probability p, Size iFactor) const | TCopulaPolicy | |
inverseCumulativeY(Probability p, Size iVariable) const | TCopulaPolicy | |
inverseCumulativeZ(Probability p) const | TCopulaPolicy | |
latentVarsCumul_ | TCopulaPolicy | mutableprivate |
latentVarsInverters_ | TCopulaPolicy | mutableprivate |
numFactors() const | TCopulaPolicy | |
TCopulaPolicy(const std::vector< std::vector< Real > > &factorWeights=std::vector< std::vector< Real > >(), const initTraits &vals=initTraits()) | TCopulaPolicy | explicit |
varianceFactors() const | TCopulaPolicy | |
varianceFactors_ | TCopulaPolicy | mutableprivate |