[ quantlib-Feature Requests-1954409 ] Copulas library proposal

Feature Requests item #1954409, was opened at 2008-04-29 21:27
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Category: None
Group: None
Status: Open
Priority: 5
Private: No
Submitted By: Marek Glowacki (lfiarz)
Assigned to: Nobody/Anonymous (nobody)
Summary: Copulas library proposal

Initial Comment:
Copulas might be useful as a part of math library and for some models
I attached zipped proposal for:
ql/math/copulas/farliegumbelmorgensterncopula
ql/math/copulas/frankcopula
ql/math/copulas/gaussiancopula
ql/math/copulas/gumbelcopula
ql/math/copulas/independentcopula
ql/math/copulas/marshallolkincopula
ql/math/copulas/maxcopula
ql/math/copulas/mincopula

M.Glowacki
mglowacki100 <at> gmail.com

p.s. Sorry for inconveniance, If I put this in wrong place, I'm quite new to sourceforge.

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