onefactorcopula.hpp

Langue: en

Autres versions - même langue

Version: 376867 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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