onefactorgaussiancopula.hpp File Reference

One-factor Gaussian copula. More...

#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/math/distributions/normaldistribution.hpp>

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Classes
class	OneFactorGaussianCopula
	One-factor Gaussian Copula. More...

Namespaces
namespace	QuantLib

Detailed Description

One-factor Gaussian copula.

Definition in file onefactorgaussiancopula.hpp.