onefactorstudentcopula.hpp File Reference

One-factor Student-t copula. More...

Include dependency graph for onefactorstudentcopula.hpp:

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.