QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
GaussianCopulaPolicy Member List

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

allFactorCumulInverter(const std::vector< Real > &probs) const (defined in GaussianCopulaPolicy)GaussianCopulaPolicy
cumulativeY(Real val, Size iVariable) const GaussianCopulaPolicy
cumulativeZ(Real z) const GaussianCopulaPolicy
density(const std::vector< Real > &m) const GaussianCopulaPolicy
GaussianCopulaPolicy(const std::vector< std::vector< Real > > &factorWeights=std::vector< std::vector< Real > >(), const initTraits &dummy=int()) (defined in GaussianCopulaPolicy)GaussianCopulaPolicyexplicit
getInitTraits() const GaussianCopulaPolicy
initTraits typedef (defined in GaussianCopulaPolicy)GaussianCopulaPolicy
inverseCumulativeDensity(Probability p, Size iFactor) const GaussianCopulaPolicy
inverseCumulativeY(Probability p, Size iVariable) const GaussianCopulaPolicy
inverseCumulativeZ(Probability p) const GaussianCopulaPolicy
numFactors() const GaussianCopulaPolicy