QuantLib_TCopulaPolicy_initTraits man page



#include <ql/experimental/math/tcopulapolicy.hpp>

Public Attributes

std::vector< Integer > tOrders

Detailed Description

Stores the parameters defining the factors random variable T-distributions. As it is now the latent models are restricted to having the same distribution for all idiosyncratic factors, so only one parameter is needed for them.


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Referenced By

The man page tOrders(3) is an alias of QuantLib_TCopulaPolicy_initTraits(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib