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onefactorstudentcopula.hpp File Reference


Detailed Description

One-factor Student-t copula.

Definition in file onefactorstudentcopula.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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