NAME

ql/experimental/credit/onefactorstudentcopula.hpp - One-factor Student-t copula.

SYNOPSIS


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

Classes


class OneFactorStudentCopula
One-factor Double Student t-Copula.
class OneFactorGaussianStudentCopula
One-factor Gaussian-Student t-Copula.
class OneFactorStudentGaussianCopula
One-factor Student t - Gaussian Copula.

Detailed Description

One-factor Student-t copula.

Author

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