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onefactorcopula.hpp File Reference


Detailed Description

One-factor copula base class.

Definition in file onefactorcopula.hpp.

#include <ql/experimental/credit/distribution.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::OneFactorCopula
 Abstract base class for one-factor copula models. More...


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