QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Files | |
file | alimikhailhaqcopula.cpp [code] |
file | alimikhailhaqcopula.hpp [code] |
Ali-Mikhail-Haq copula. | |
file | claytoncopula.cpp [code] |
file | claytoncopula.hpp [code] |
Clayton copula. | |
file | farliegumbelmorgensterncopula.cpp [code] |
file | farliegumbelmorgensterncopula.hpp [code] |
Farlie-Gumbel-Morgenstern copula. | |
file | frankcopula.cpp [code] |
file | frankcopula.hpp [code] |
Frank copula. | |
file | galamboscopula.cpp [code] |
file | galamboscopula.hpp [code] |
Galambos copula. | |
file | gaussiancopula.cpp [code] |
file | gaussiancopula.hpp [code] |
gaussian copula | |
file | gumbelcopula.cpp [code] |
file | gumbelcopula.hpp [code] |
Gumbel copula. | |
file | huslerreisscopula.cpp [code] |
file | huslerreisscopula.hpp [code] |
Husler-Reiss copula. | |
file | independentcopula.cpp [code] |
file | independentcopula.hpp [code] |
independent copula | |
file | marshallolkincopula.cpp [code] |
file | marshallolkincopula.hpp [code] |
Marshall-Olkin copula. | |
file | maxcopula.cpp [code] |
file | maxcopula.hpp [code] |
max copula | |
file | mincopula.cpp [code] |
file | mincopula.hpp [code] |
min copula | |
file | plackettcopula.cpp [code] |
file | plackettcopula.hpp [code] |
Plackett copula. | |