QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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tcopulapolicy.hpp File Reference
#include <ql/errors.hpp>
#include <ql/experimental/math/convolvedstudentt.hpp>
#include <ql/functional.hpp>
#include <boost/math/distributions/students_t.hpp>
#include <vector>

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Classes

class  TCopulaPolicy
 Student-T Latent Model's copula policy. More...
 
struct  TCopulaPolicy::initTraits
 

Namespaces

namespace  QuantLib