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onefactorgaussiancopula.hpp
Langue: en
Version: 162755 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
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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