ql/experimental/credit/onefactorstudentcopula.hpp File Reference
One-factor Student-t copula. More...
#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/math/distributions/studenttdistribution.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
Include dependency graph for onefactorstudentcopula.hpp:

Classes | |
class | OneFactorStudentCopula |
One-factor Double Student t-Copula. More... | |
class | OneFactorGaussianStudentCopula |
One-factor Gaussian-Student t-Copula. More... | |
class | OneFactorStudentGaussianCopula |
One-factor Student t - Gaussian Copula. More... |
Detailed Description
One-factor Student-t copula.