QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Attributes | List of all members
TCopulaPolicy::initTraits Struct Reference

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

Public Attributes

std::vector< IntegertOrders
 

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.

Examples
BasketLosses.cpp, and LatentModel.cpp.