|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
One-factor copula base class. More...
#include <ql/experimental/credit/distribution.hpp>#include <ql/patterns/lazyobject.hpp>#include <ql/quote.hpp>#include <utility>Go to the source code of this file.
Classes | |
| class | OneFactorCopula |
| Abstract base class for one-factor copula models. More... | |
Namespaces | |
| namespace | QuantLib |
One-factor copula base class.
Definition in file onefactorcopula.hpp.