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<!-- doxytag: class="QuantLib::GaussianRandomDefaultModel" --><!-- doxytag: inherits="QuantLib::RandomDefaultModel" -->
<p><code>#include <ql/experimental/credit/randomdefaultmodel.hpp></code></p>
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Inheritance diagram for GaussianRandomDefaultModel:</div>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a01f45fe4006a155bb158a9f55f534ded"></a><!-- doxytag: member="QuantLib::GaussianRandomDefaultModel::GaussianRandomDefaultModel" ref="a01f45fe4006a155bb158a9f55f534ded" args="(boost::shared_ptr< Pool > pool, const std::vector< DefaultProbKey > &defaultKeys, Handle< OneFactorCopula > copula, Real accuracy, long seed)" -->
 </td><td class="memItemRight" valign="bottom"><b>GaussianRandomDefaultModel</b> (boost::shared_ptr< Pool > pool, const std::vector< <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> > &defaultKeys, <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_one_factor_copula.html">OneFactorCopula</a> > copula, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, long seed)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gaussian_random_default_model.html#ac793b8fd2de34a6c7f3e7dce559ef39b">nextSequence</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tmax=<a class="el" href="group__limit_macros.html#ga31675a375a563ed7a1bba05c664489af">QL_MAX_REAL</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad20897c5c8bd47f5d4005989bead0e55"></a><!-- doxytag: member="QuantLib::GaussianRandomDefaultModel::reset" ref="ad20897c5c8bd47f5d4005989bead0e55" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Random default times using a one-factor Gaussian copula. </p>
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<a class="anchor" id="ac793b8fd2de34a6c7f3e7dce559ef39b"></a><!-- doxytag: member="QuantLib::GaussianRandomDefaultModel::nextSequence" ref="ac793b8fd2de34a6c7f3e7dce559ef39b" args="(Real tmax=QL_MAX_REAL)" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_gaussian_random_default_model.html#ac793b8fd2de34a6c7f3e7dce559ef39b">nextSequence</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>tmax</em> = <code><a class="el" href="group__limit_macros.html#ga31675a375a563ed7a1bba05c664489af">QL_MAX_REAL</a></code></td><td>)</td>
<td><code> [virtual]</code></td>
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<p>Generate a sequence of random default times, one for each name in the pool, and store the result in the Pool using method setTime(name). tmax denotes the maximum relevant time- default times > tmax are not computed but set to tmax + 1 instead to save coputation time. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_random_default_model.html#ab88b59bed0374edc89a9d1ea4c13ace8">RandomDefaultModel</a>.</p>
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