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

Classes | |
class | OneFactorGaussianCopula |
One-factor Gaussian Copula. More... |
Detailed Description
One-factor Gaussian copula.