QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
TCopulaPolicy Member List

This is the complete list of members for TCopulaPolicy, including all inherited members.

allFactorCumulInverter(const std::vector< Real > &probs) const (defined in TCopulaPolicy)TCopulaPolicy
cumulativeY(Real val, Size iVariable) const TCopulaPolicy
cumulativeZ(Real z) const TCopulaPolicy
density(const std::vector< Real > &m) const TCopulaPolicy
getInitTraits() const TCopulaPolicy
inverseCumulativeDensity(Probability p, Size iFactor) const TCopulaPolicy
inverseCumulativeY(Probability p, Size iVariable) const TCopulaPolicy
inverseCumulativeZ(Probability p) const TCopulaPolicy
numFactors() const TCopulaPolicy
TCopulaPolicy(const std::vector< std::vector< Real > > &factorWeights=std::vector< std::vector< Real > >(), const initTraits &vals=initTraits())TCopulaPolicyexplicit
varianceFactors() const (defined in TCopulaPolicy)TCopulaPolicy