GaussianLHPCDOEngine Class Template Reference
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits CDOEngine.
Public Member Functions | |
| GaussianLHPCDOEngine (const Handle< OneFactorCopula > &copula) | |
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits CDOEngine.
Public Member Functions | |
| GaussianLHPCDOEngine (const Handle< OneFactorCopula > &copula) | |