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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_one_factor_gaussian_copula.html">OneFactorGaussianCopula</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<p>One-factor Gaussian Copula.
<a href="class_quant_lib_1_1_one_factor_gaussian_copula.html#details">More...</a></p>
<p><code>#include <ql/experimental/credit/onefactorgaussiancopula.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for OneFactorGaussianCopula:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ac697b3db3dc86d5b69db61a44191af4f"><td class="memItemLeft" align="right" valign="top"><a id="ac697b3db3dc86d5b69db61a44191af4f"></a>
 </td><td class="memItemRight" valign="bottom"><b>OneFactorGaussianCopula</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &<a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a57ec65a070e2520e50ea597d4b081dcf">correlation</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> maximum=5, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> integrationSteps=50)</td></tr>
<tr class="separator:ac697b3db3dc86d5b69db61a44191af4f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac262f7adaf97c3a6fe821fa44a91f034"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_gaussian_copula.html#ac262f7adaf97c3a6fe821fa44a91f034">density</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> m) const</td></tr>
<tr class="memdesc:ac262f7adaf97c3a6fe821fa44a91f034"><td class="mdescLeft"> </td><td class="mdescRight">Density function of M. <a href="class_quant_lib_1_1_one_factor_gaussian_copula.html#ac262f7adaf97c3a6fe821fa44a91f034">More...</a><br /></td></tr>
<tr class="separator:ac262f7adaf97c3a6fe821fa44a91f034"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa0fd9108ef27f504594b5b6992492842"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_gaussian_copula.html#aa0fd9108ef27f504594b5b6992492842">cumulativeZ</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> z) const</td></tr>
<tr class="memdesc:aa0fd9108ef27f504594b5b6992492842"><td class="mdescLeft"> </td><td class="mdescRight">Cumulative distribution of Z. <a href="class_quant_lib_1_1_one_factor_gaussian_copula.html#aa0fd9108ef27f504594b5b6992492842">More...</a><br /></td></tr>
<tr class="separator:aa0fd9108ef27f504594b5b6992492842"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae98c6cf137ea0199e0ae6f5a6de0db90"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_gaussian_copula.html#ae98c6cf137ea0199e0ae6f5a6de0db90">cumulativeY</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y) const</td></tr>
<tr class="separator:ae98c6cf137ea0199e0ae6f5a6de0db90"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a57a248c16b8cc042e273eec81cbe21a3"><td class="memItemLeft" align="right" valign="top"><a id="a57a248c16b8cc042e273eec81cbe21a3"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>testCumulativeY</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y) const</td></tr>
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<tr class="memitem:a6c17d8ad9b73fa0c2069ffda0f13cd2c"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_gaussian_copula.html#a6c17d8ad9b73fa0c2069ffda0f13cd2c">inverseCumulativeY</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> p) const</td></tr>
<tr class="separator:a6c17d8ad9b73fa0c2069ffda0f13cd2c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_one_factor_copula"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_one_factor_copula')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_one_factor_copula.html">OneFactorCopula</a></td></tr>
<tr class="memitem:af4fe1d014da6e427fc150e9b79864621 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="af4fe1d014da6e427fc150e9b79864621"></a>
 </td><td class="memItemRight" valign="bottom"><b>OneFactorCopula</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &<a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a57ec65a070e2520e50ea597d4b081dcf">correlation</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> maximum=5.0, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> integrationSteps=50, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> minimum=-5.0)</td></tr>
<tr class="separator:af4fe1d014da6e427fc150e9b79864621 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a57ec65a070e2520e50ea597d4b081dcf inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="a57ec65a070e2520e50ea597d4b081dcf"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a57ec65a070e2520e50ea597d4b081dcf">correlation</a> () const</td></tr>
<tr class="memdesc:a57ec65a070e2520e50ea597d4b081dcf inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="mdescLeft"> </td><td class="mdescRight">Single correlation parameter. <br /></td></tr>
<tr class="separator:a57ec65a070e2520e50ea597d4b081dcf inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0173ef204d8fac41c6aa7b81b6d1912b inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a0173ef204d8fac41c6aa7b81b6d1912b">conditionalProbability</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> prob, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> m) const</td></tr>
<tr class="memdesc:a0173ef204d8fac41c6aa7b81b6d1912b inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="mdescLeft"> </td><td class="mdescRight">Conditional probability. <a href="class_quant_lib_1_1_one_factor_copula.html#a0173ef204d8fac41c6aa7b81b6d1912b">More...</a><br /></td></tr>
<tr class="separator:a0173ef204d8fac41c6aa7b81b6d1912b inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a43a8acce4970917ba16132db55d0219d inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top">std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a43a8acce4970917ba16132db55d0219d">conditionalProbability</a> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &prob, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> m) const</td></tr>
<tr class="memdesc:a43a8acce4970917ba16132db55d0219d inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="mdescLeft"> </td><td class="mdescRight">Vector of conditional probabilities. <a href="class_quant_lib_1_1_one_factor_copula.html#a43a8acce4970917ba16132db55d0219d">More...</a><br /></td></tr>
<tr class="separator:a43a8acce4970917ba16132db55d0219d inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a246c888ec75299856796aa24c9864349 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a246c888ec75299856796aa24c9864349">integral</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> p) const</td></tr>
<tr class="separator:a246c888ec75299856796aa24c9864349 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab1a16703dc782105c545b3e1f5262549 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memTemplParams" colspan="2">template<class F > </td></tr>
<tr class="memitem:ab1a16703dc782105c545b3e1f5262549 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_copula.html#ab1a16703dc782105c545b3e1f5262549">integral</a> (const F &f, std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &probabilities) const</td></tr>
<tr class="separator:ab1a16703dc782105c545b3e1f5262549 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4640097e612574bc0706e37171cb3b48 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memTemplParams" colspan="2">template<class F > </td></tr>
<tr class="memitem:a4640097e612574bc0706e37171cb3b48 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memTemplItemLeft" align="right" valign="top">Distribution </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a4640097e612574bc0706e37171cb3b48">integral</a> (const F &f, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &nominals, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &probabilities) const</td></tr>
<tr class="separator:a4640097e612574bc0706e37171cb3b48 inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad9319892fca9e4d916f3a655214ce84f inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top">int </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_one_factor_copula.html#ad9319892fca9e4d916f3a655214ce84f">checkMoments</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tolerance) const</td></tr>
<tr class="separator:ad9319892fca9e4d916f3a655214ce84f inherit pub_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a467a786be42a2165aa15a26709674547">recalculate</a> ()</td></tr>
<tr class="separator:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#abd8698b462ce90fe56b15ce7a0192d3e">freeze</a> ()</td></tr>
<tr class="separator:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a26c02da24a82bc72024a8e8d48af0fca">unfreeze</a> ()</td></tr>
<tr class="separator:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2ee394ca135f85485023ce3dc037149c inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a2ee394ca135f85485023ce3dc037149c">alwaysForwardNotifications</a> ()</td></tr>
<tr class="separator:a2ee394ca135f85485023ce3dc037149c inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
<tr class="separator:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_one_factor_copula"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_one_factor_copula')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_one_factor_copula.html">OneFactorCopula</a></td></tr>
<tr class="memitem:ab9cc03f66a0444cc402d980b480b5211 inherit pro_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="ab9cc03f66a0444cc402d980b480b5211"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>steps</b> () const</td></tr>
<tr class="separator:ab9cc03f66a0444cc402d980b480b5211 inherit pro_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a036d1d09c0c351638de1f0bf06c25ec2 inherit pro_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="a036d1d09c0c351638de1f0bf06c25ec2"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>dm</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
<tr class="separator:a036d1d09c0c351638de1f0bf06c25ec2 inherit pro_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2fd7181876ebff2402b205087dedc5e6 inherit pro_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="a2fd7181876ebff2402b205087dedc5e6"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>m</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
<tr class="separator:a2fd7181876ebff2402b205087dedc5e6 inherit pro_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a650e16f4e7e68900d31d6c82a6d6a80a inherit pro_methods_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="a650e16f4e7e68900d31d6c82a6d6a80a"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>densitydm</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
<tr class="separator:a650e16f4e7e68900d31d6c82a6d6a80a inherit pro_methods_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:a082ff96da379d5e17436372ccb3c0972 inherit pro_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a082ff96da379d5e17436372ccb3c0972">calculate</a> () const</td></tr>
<tr class="separator:a082ff96da379d5e17436372ccb3c0972 inherit pro_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_one_factor_copula"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_one_factor_copula')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_one_factor_copula.html">OneFactorCopula</a></td></tr>
<tr class="memitem:a0bbb8459d54c70260f5dc06646c622fe inherit pro_attribs_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="a0bbb8459d54c70260f5dc06646c622fe"></a>
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > </td><td class="memItemRight" valign="bottom"><b>correlation_</b></td></tr>
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<tr class="memitem:a5b014cf28588b976cafd9ef99bd90bdd inherit pro_attribs_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="a5b014cf28588b976cafd9ef99bd90bdd"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>max_</b></td></tr>
<tr class="separator:a5b014cf28588b976cafd9ef99bd90bdd inherit pro_attribs_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad193bceb88346d2755789a09afa91d86 inherit pro_attribs_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="ad193bceb88346d2755789a09afa91d86"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>steps_</b></td></tr>
<tr class="separator:ad193bceb88346d2755789a09afa91d86 inherit pro_attribs_class_quant_lib_1_1_one_factor_copula"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0109cc1a8c0dd24c6bac204843ca21ce inherit pro_attribs_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="a0109cc1a8c0dd24c6bac204843ca21ce"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>min_</b></td></tr>
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<tr class="memitem:a71a6c36122b9ef005c4c52bda3890e24 inherit pro_attribs_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="a71a6c36122b9ef005c4c52bda3890e24"></a>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>y_</b></td></tr>
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<tr class="memitem:a6704dd8a7ed41ffcfd146c09c417b028 inherit pro_attribs_class_quant_lib_1_1_one_factor_copula"><td class="memItemLeft" align="right" valign="top"><a id="a6704dd8a7ed41ffcfd146c09c417b028"></a>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>cumulativeY_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:abcf8c3b096b3eea8688019abe7180471 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="abcf8c3b096b3eea8688019abe7180471"></a>
bool </td><td class="memItemRight" valign="bottom"><b>calculated_</b></td></tr>
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<tr class="memitem:a72e3e9b2ee0ed5ab8aa688b9422d8138 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="a72e3e9b2ee0ed5ab8aa688b9422d8138"></a>
bool </td><td class="memItemRight" valign="bottom"><b>frozen_</b></td></tr>
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<tr class="memitem:a52b368dcda2c9e791f5a8fc63de3c510 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="a52b368dcda2c9e791f5a8fc63de3c510"></a>
bool </td><td class="memItemRight" valign="bottom"><b>alwaysForward_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>One-factor Gaussian Copula. </p>
<p>The copula model </p><p class="formulaDsp">
\[ Y_i = a_i\,M+\sqrt{1-a_i^2}\:Z_i \]
</p>
<p> is specified here by setting the desnity function for all variables, \( M, Z,\) and also \( Y \) to the standard normal distribution \( \phi(x) = \exp(-x^2/2) / \sqrt{2\pi}. \) </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="ac262f7adaf97c3a6fe821fa44a91f034"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ac262f7adaf97c3a6fe821fa44a91f034">◆ </a></span>density()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> density </td>
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<td class="paramname"><em>m</em></td><td>)</td>
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<p>Density function of M. </p>
<p>Derived classes must override this method and ensure zero mean and unit variance. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a150d8a5373b942a7411cad42857ac0c2">OneFactorCopula</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#aa0fd9108ef27f504594b5b6992492842">◆ </a></span>cumulativeZ()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cumulativeZ </td>
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<td class="paramname"><em>z</em></td><td>)</td>
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<p>Cumulative distribution of Z. </p>
<p>Derived classes must override this method and ensure zero mean and unit variance. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a4d78de201751058a580a4104b569252f">OneFactorCopula</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#ae98c6cf137ea0199e0ae6f5a6de0db90">◆ </a></span>cumulativeY()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cumulativeY </td>
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<td class="paramname"><em>y</em></td><td>)</td>
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<p>overrides the base class implementation based on table data </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_one_factor_copula.html#ad3c053a659e9759ffad50358e17ced8e">OneFactorCopula</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a6c17d8ad9b73fa0c2069ffda0f13cd2c">◆ </a></span>inverseCumulativeY()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> inverseCumulativeY </td>
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<td class="paramname"><em>p</em></td><td>)</td>
<td> const</td>
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<p>overrides the base class implementation based on table data </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_one_factor_copula.html#a6e27d7a3d32983317ff7b7f0ed19236d">OneFactorCopula</a>.</p>
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