QuantLib: Member List

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