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quantlib.js
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Globals
"ql/experimental/credit/defaultprobabilitylatentmodel"
DefaultLatentModel
IntegrationFactory
Class IntegrationFactory
Hierarchy
IntegrationFactory
Index
Methods
createLMIntegration
Methods
Static
createLMIntegration
createLMIntegration
(
dimension
:
Size
, type
?:
LatentModelIntegrationType
)
:
LMIntegration
Parameters
dimension:
Size
Default value
type:
LatentModelIntegrationType
= LatentModelIntegrationType.GaussianQuadrature
Returns
LMIntegration
Globals
"ql/experimental/credit/defaultprobabilitylatentmodel"
Default
Latent
Model
Integration
Factory
createLMIntegration
Gaussian
Def
ProbLM
TDef
ProbLM