RiskQuantLib.Model.Copula package¶

Submodules¶

RiskQuantLib.Model.Copula.copula module¶

class copula(array)[source]¶

Bases: model

Generate new samples following the same correlation relation, given a series of data.

generateSimulatedSample(numberOfSimulation)[source]¶

class copulae(dfCorrelation)[source]¶

Bases: model

Generate new samples, given correlation matrix.

generateSimulatedSample(numberOfSimulation)[source]¶

Module contents¶