QuantLib_TCopulaPolicy_initTraits man page

TCopulaPolicy::initTraits —

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

tOrders(3) is an alias of QuantLib_TCopulaPolicy_initTraits(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib