feat(quantlib): add Archimedean and Gaussian copula analytics - #1197
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Implement bivariate Archimedean copulas (Clayton, Gumbel, Frank) and Gaussian copula with Kendall's tau calibration and tail dependence coefficients. Signed-off-by: santhreal <64453045+santhreal@users.noreply.github.com>
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Summary
Implements bivariate Archimedean copula CDFs (Clayton, Gumbel, Frank) and Gaussian copula CDF along with Kendall's tau calibration and tail dependence coefficients.
Changes
agent/src/quantlib/copula.pywithclayton_copula_cdf,gumbel_copula_cdf,frank_copula_cdf,gaussian_copula_cdf,fit_copula_from_tau,clayton_tail_dependence,gumbel_tail_dependence, andpseudo_observations.QuantlibCallToolinagent/src/tools/quantlib_tool.py.agent/tests/quantlib/test_copula.pycovering Fréchet-Hoeffding bounds, uniform margins, and empirical rank transformations.Signed-off-by: santhreal 64453045+santhreal@users.noreply.github.com