Public Member Functions | |
LossModelConditionalDist (const boost::shared_ptr< ExtendedConstantLossLatentModel< CopulaPolicy >> &copula, const boost::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) |