Re: [Quantlib-dev] Copula

[Luigi B. <lui...@gm...>]

On Thu, 2008-01-10 at 12:03 +0100, Ferdinando Ametrano wrote:
> is there any open source implementation of (Gaussian) Copula?
> Anyone willing to contribute it to QuantLib?

I've received a contribution on credit derivatives which includes it.
I'll be adding it to the repository shortly.

Luigi


-- 

If you can't convince them, confuse them. 
-- Harry S. Truman