Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

Classes | Namespaces

onefactorcopula.hpp File Reference

One-factor copula base class. More...

#include <ql/experimental/credit/distribution.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
Include dependency graph for onefactorcopula.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.


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


namespace  QuantLib

Detailed Description

One-factor copula base class.

Definition in file onefactorcopula.hpp.

Generated by  Doxygen 1.6.0   Back to index