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