LossModelConditionalDist< CopulaPolicy > Class Template Reference

Public Member Functions
	LossModelConditionalDist (const QuantLib::ext::shared_ptr< ExtendedConstantLossLatentModel< CopulaPolicy >> &copula, const QuantLib::ext::shared_ptr< QuantLib::LossDist > &bucketing, const std::vector< QuantLib::Real > &marginalDps, const std::vector< QuantLib::Real > &lgds)
QuantLib::Real	conditionalDensity (QuantLib::Real factor, QuantLib::Size bucket)
QuantLib::Real	conditionalAverage (QuantLib::Real factor, QuantLib::Size bucket)