FinancePy

FinancePy API Reference

Student T Copula

financepy.models.student_t_copula

Classes

StudentTCopula

StudentTCopula()

No description available.

Methods

default_times

default_times(self, issuer_curves: Sequence[Any], corr_matrix: numpy.ndarray, degrees_of_freedom: float, num_trials: int, seed: int) -> numpy.ndarray

No description available.

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