ql/experimental/credit/onefactorcopula.hpp File Reference

One-factor copula base class. More...

#include <ql/experimental/credit/distribution.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>

Include dependency graph for onefactorcopula.hpp:


Classes

class  OneFactorCopula
 Abstract base class for one-factor copula models. More...

Detailed Description

One-factor copula base class.