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onefactorgaussiancopula.hpp File Reference

One-factor Gaussian copula. More...

#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
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class  QuantLib::OneFactorGaussianCopula
 One-factor Gaussian Copula. More...


namespace  QuantLib

Detailed Description

One-factor Gaussian copula.

Definition in file onefactorgaussiancopula.hpp.

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