ql/experimental/credit/onefactorgaussiancopula.hpp File Reference

One-factor Gaussian copula. More...

#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
Include dependency graph for onefactorgaussiancopula.hpp:

Classes

class  OneFactorGaussianCopula
 One-factor Gaussian Copula. More...

Detailed Description

One-factor Gaussian copula.