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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <ql/errors.hpp>#include <ql/experimental/math/convolvedstudentt.hpp>#include <ql/functional.hpp>#include <boost/math/distributions/students_t.hpp>#include <vector>Go to the source code of this file.
Classes | |
| class | TCopulaPolicy |
| Student-T Latent Model's copula policy. More... | |
| struct | TCopulaPolicy::initTraits |
Namespaces | |
| namespace | QuantLib |