On Tue, 2008-04-29 at 21:50 +0200, Marek Glowacki wrote:
> Copulas might be useful as a part of math library and for some models
> I attached 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
Marek,
thanks for the contribution. I'm not sure that I'll have time to put it
in next release (I've already quite a few contribution to work on) but I
think it'll go into QuantLib eventually.
Later,
Luigi
--
All generalizations are dangerous, even this one.
-- Alexandre Dumas
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