ql/experimental/credit/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>
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...

Detailed Description

One-factor Student-t copula.