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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for TCopulaPolicy, including all inherited members.
| allFactorCumulInverter(const std::vector< Real > &probs) const | TCopulaPolicy | |
| cumulativeY(Real val, Size iVariable) const | TCopulaPolicy | |
| cumulativeZ(Real z) const | TCopulaPolicy | |
| density(const std::vector< Real > &m) const | TCopulaPolicy | |
| distributions_ | TCopulaPolicy | mutableprivate |
| getInitTraits() const | TCopulaPolicy | |
| inverseCumulativeDensity(Probability p, Size iFactor) const | TCopulaPolicy | |
| inverseCumulativeY(Probability p, Size iVariable) const | TCopulaPolicy | |
| inverseCumulativeZ(Probability p) const | TCopulaPolicy | |
| latentVarsCumul_ | TCopulaPolicy | mutableprivate |
| latentVarsInverters_ | TCopulaPolicy | mutableprivate |
| numFactors() const | TCopulaPolicy | |
| TCopulaPolicy(const std::vector< std::vector< Real > > &factorWeights=std::vector< std::vector< Real > >(), const initTraits &vals=initTraits()) | TCopulaPolicy | explicit |
| varianceFactors() const | TCopulaPolicy | |
| varianceFactors_ | TCopulaPolicy | mutableprivate |