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>

Go to the source code of this file.

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...

Namespaces
namespace	QuantLib

Detailed Description

One-factor Student-t copula.

Definition in file onefactorstudentcopula.hpp.