One-factor Gaussian copula. More...
#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
Classes | |
class | OneFactorGaussianCopula |
One-factor Gaussian Copula. More... | |
Namespaces | |
QuantLib | |
One-factor Gaussian copula.