### A free/open-source library for quantitative finance

OneFactorStudentGaussianCopula Member List
This is the complete list of members for OneFactorStudentGaussianCopula, including all inherited members.

calculate() const | LazyObject | `[protected, virtual]`
calculated_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
checkMoments(Real tolerance) const | OneFactorCopula |
conditionalProbability(Real prob, Real m) const | OneFactorCopula |
conditionalProbability(const std::vector< Real > &prob, Real m) const | OneFactorCopula |
correlation() const | OneFactorCopula |
correlation_ (defined in OneFactorCopula) | OneFactorCopula | `[protected]`
cumulativeY(Real y) const | OneFactorCopula | `[virtual]`
cumulativeY_ (defined in OneFactorCopula) | OneFactorCopula | `[mutable, protected]`
cumulativeZ(Real z) const | OneFactorStudentGaussianCopula | `[virtual]`
density(Real m) const | OneFactorStudentGaussianCopula | `[virtual]`
densitydm(Size i) const (defined in OneFactorCopula) | OneFactorCopula | `[protected]`
dm(Size i) const (defined in OneFactorCopula) | OneFactorCopula | `[protected]`
freeze() | LazyObject |
frozen_ (defined in LazyObject) | LazyObject | `[mutable, protected]`
integral(Real p) const | OneFactorCopula |
integral(const F &f, std::vector< Real > &probabilities) const | OneFactorCopula |
integral(const F &f, const std::vector< Real > &nominals, const std::vector< Real > &probabilities) const | OneFactorCopula |
inverseCumulativeY(Real p) const | OneFactorCopula | `[virtual]`
LazyObject() (defined in LazyObject) | LazyObject |
m(Size i) const (defined in OneFactorCopula) | OneFactorCopula | `[protected]`
max_ (defined in OneFactorCopula) | OneFactorCopula | `[mutable, protected]`
min_ (defined in OneFactorCopula) | OneFactorCopula | `[mutable, protected]`
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
Observer() (defined in Observer) | Observer |
Observer(const Observer &) (defined in Observer) | Observer |
OneFactorCopula(const Handle< Quote > &correlation, Real maximum=5.0, Size integrationSteps=50, Real minimum=-5.0) (defined in OneFactorCopula) | OneFactorCopula |
OneFactorStudentGaussianCopula(const Handle< Quote > &correlation, int nm, Real maximum=10, Size integrationSteps=200) (defined in OneFactorStudentGaussianCopula) | OneFactorStudentGaussianCopula |
QuantLib::operator=(const Observable &) | Observable |
operator=(const Observer &) (defined in Observer) | Observer |
recalculate() | LazyObject |
registerWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
steps() const (defined in OneFactorCopula) | OneFactorCopula | `[protected]`
steps_ (defined in OneFactorCopula) | OneFactorCopula | `[mutable, protected]`
unfreeze() | LazyObject |
unregisterWith(const boost::shared_ptr< Observable > &) (defined in Observer) | Observer |
update() | LazyObject | `[virtual]`
y_ (defined in OneFactorCopula) | OneFactorCopula | `[mutable, protected]`
~LazyObject() (defined in LazyObject) | LazyObject | `[virtual]`
~Observable() (defined in Observable) | Observable | `[virtual]`
~Observer() (defined in Observer) | Observer | `[virtual]`