[Quantlib-dev] [ quantlib-Patches-2908279 ] Additional copulas

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Patches item #2908279, was opened at 2009-12-03 18:19
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: Hachemi Benyahia (hachemidxp)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Additional copulas

Initial Comment:
Additional copulas used in risk management:

- Ali-Mikhail-Haq copula
- Galambos copula
- Husler-Reiss copula
- Plackett copula

Thank you

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Comment By: Luigi Ballabio (lballabio)
Date: 2010-03-09 09:35

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


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You can respond by visiting: 
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