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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
math
copulas
copulas Directory Reference
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.
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