onefactorgaussiancopula.hpp

Langue: en

Autres versions - même langue

Version: 378998 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/onefactorgaussiancopula.hpp -

One-factor Gaussian copula.

SYNOPSIS


#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/math/distributions/normaldistribution.hpp>

Classes


class OneFactorGaussianCopula
One-factor Gaussian Copula.

Detailed Description

One-factor Gaussian copula.

Author

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