Struct TCopulaPolicyInitTraits

Namespace

NanoQL.Experimental

Assembly

NanoQL.dll

The Student t copula policy's initialization parameters: the orders of the factors' t distributions, the systemic factors' and then one for every idiosyncratic factor.

[Experimental("NQL0001")]
public readonly struct TCopulaPolicyInitTraits : IEquatable<TCopulaPolicyInitTraits>

Implements

IEquatable<TCopulaPolicyInitTraits>

Inherited Members

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Remarks

The zero value holds no order, QuantLib's default-constructed parameters.

Constructors

TCopulaPolicyInitTraits(ImmutableArray<int>)

The Student t copula policy's initialization parameters: the orders of the factors' t distributions, the systemic factors' and then one for every idiosyncratic factor.

public TCopulaPolicyInitTraits(ImmutableArray<int> TOrders)

Parameters

TOrders ImmutableArray<int>

The orders, each above 2; one per systemic factor plus one.

Remarks

The zero value holds no order, QuantLib's default-constructed parameters.

Properties

TOrders

The orders, each above 2; one per systemic factor plus one.

public ImmutableArray<int> TOrders { get; init; }

Property Value

ImmutableArray<int>

Methods

Deconstruct(out ImmutableArray<int>)

public void Deconstruct(out ImmutableArray<int> TOrders)

Parameters

TOrders ImmutableArray<int>

Equals(TCopulaPolicyInitTraits)

public bool Equals(TCopulaPolicyInitTraits other)

Parameters

other TCopulaPolicyInitTraits

Returns

bool

Equals(object)

public override bool Equals(object obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

ToString()

public override string ToString()

Returns

string

Operators

operator ==(TCopulaPolicyInitTraits, TCopulaPolicyInitTraits)

public static bool operator ==(TCopulaPolicyInitTraits left, TCopulaPolicyInitTraits right)

Parameters

left TCopulaPolicyInitTraits

right TCopulaPolicyInitTraits

Returns

bool

operator !=(TCopulaPolicyInitTraits, TCopulaPolicyInitTraits)

public static bool operator !=(TCopulaPolicyInitTraits left, TCopulaPolicyInitTraits right)

Parameters

left TCopulaPolicyInitTraits

right TCopulaPolicyInitTraits

Returns

bool