QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
TCopulaPolicy Member List

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

allFactorCumulInverter(const std::vector< Real > &probs) const (defined in TCopulaPolicy)TCopulaPolicy
cumulativeY(Real val, Size iVariable) constTCopulaPolicy
cumulativeZ(Real z) constTCopulaPolicy
density(const std::vector< Real > &m) constTCopulaPolicy
getInitTraits() constTCopulaPolicy
inverseCumulativeDensity(Probability p, Size iFactor) constTCopulaPolicy
inverseCumulativeY(Probability p, Size iVariable) constTCopulaPolicy
inverseCumulativeZ(Probability p) constTCopulaPolicy
numFactors() constTCopulaPolicy
TCopulaPolicy(const std::vector< std::vector< Real > > &factorWeights=std::vector< std::vector< Real > >(), const initTraits &vals=initTraits())TCopulaPolicyexplicit
varianceFactors() const (defined in TCopulaPolicy)TCopulaPolicy