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onefactorcopula.hpp
Langue: en
Version: 376867 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/credit/onefactorcopula.hpp -One-factor copula base class.
SYNOPSIS
#include <ql/experimental/credit/distribution.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
Classes
class OneFactorCopula
Abstract base class for one-factor copula models.
Detailed Description
One-factor copula base class.
Author
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