One-factor Student-t copula. More...
#include <ql/experimental/credit/onefactorcopula.hpp>#include <ql/math/distributions/studenttdistribution.hpp>#include <ql/math/distributions/normaldistribution.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... | |
One-factor Student-t copula.