Patches item #2908279, was opened at 2009-12-03 18:19
Message generated for change (Comment added) made by lballabio
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2908279&group_id=12740Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Accepted
Priority: 5
Private: No
Submitted By: Hachemi Benyahia (hachemidxp)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Additional copulas
Initial Comment:
Additional copulas used in risk management:
- Ali-Mikhail-Haq copula
- Galambos copula
- Husler-Reiss copula
- Plackett copula
Thank you
----------------------------------------------------------------------
Comment By: Luigi Ballabio (lballabio)
Date: 2010-03-09 09:35
Message:
The patch was applied to the code repository.
It will be included in next release.
Thank you.
----------------------------------------------------------------------
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2908279&group_id=12740------------------------------------------------------------------------------
Download Intel® Parallel Studio Eval
Try the new software tools for yourself. Speed compiling, find bugs
proactively, and fine-tune applications for parallel performance.
See why Intel Parallel Studio got high marks during beta.
http://p.sf.net/sfu/intel-sw-dev_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev