gauss copula onefactor

financepy.models.gauss_copula_onefactor

Functions

gauss_homog_basket_loss_dbn_adaptive


gauss_homog_basket_loss_dbn_adaptive(
    survival_probs,
    recovery_rates,
    beta_vector,
    initial_steps = 25,
    tol = 1e-08,
    max_steps = 12800,
)

No description available.

Generated automatically from the FinancePy source code. Do not edit this file manually.