Rechercher une page de manuel
onefactorgaussiancopula.hpp
Langue: en
Version: 378998 (fedora - 01/12/10)
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
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre