QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
GaussianCopulaPolicy Member List

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

allFactorCumulInverter(const std::vector< Real > &probs) const (defined in GaussianCopulaPolicy)GaussianCopulaPolicy
cumulativeY(Real val, Size iVariable) constGaussianCopulaPolicy
cumulativeZ(Real z) constGaussianCopulaPolicy
density(const std::vector< Real > &m) constGaussianCopulaPolicy
GaussianCopulaPolicy(const std::vector< std::vector< Real > > &factorWeights=std::vector< std::vector< Real > >(), const initTraits &dummy=int()) (defined in GaussianCopulaPolicy)GaussianCopulaPolicyexplicit
getInitTraits() constGaussianCopulaPolicy
initTraits typedef (defined in GaussianCopulaPolicy)GaussianCopulaPolicy
inverseCumulativeDensity(Probability p, Size iFactor) constGaussianCopulaPolicy
inverseCumulativeY(Probability p, Size iVariable) constGaussianCopulaPolicy
inverseCumulativeZ(Probability p) constGaussianCopulaPolicy
numFactors() constGaussianCopulaPolicy