OneFactorStudentCopula (3) Linux Manual Page
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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