QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#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 |