RiskQuantLib.Model.Copula package¶

Submodules¶

RiskQuantLib.Model.Copula.copula module¶

class copula(array)[源代码]¶

基类：model

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

generateSimulatedSample(numberOfSimulation)[源代码]¶

class copulae(dfCorrelation)[源代码]¶

基类：model

Generate new samples, given correlation matrix.

generateSimulatedSample(numberOfSimulation)[源代码]¶

Module contents¶