[ quantlib-Patches-1954409 ] Copulas library proposal

Patches item #1954409, was opened at 2008-04-29 21:27
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
>Status: Closed
>Resolution: Accepted
Priority: 5
Private: No
Submitted By: Marek Glowacki (lfiarz)
>Assigned to: Ferdinando Ametrano (nando)
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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Comment By: Luigi Ballabio (lballabio)
Date: 2008-05-07 17:44

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The patch was applied to the code repository.
It will be included in next release.
Thank you.

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