onefactorstudentcopula (3) - Linux Manuals

onefactorstudentcopula: One-factor Student-t copula.

Command to display onefactorstudentcopula manual in Linux: $ man 3 onefactorstudentcopula

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

Generated automatically by Doxygen for QuantLib from the source code.