QuantLib_FarlieGumbelMorgensternCopula man page

FarlieGumbelMorgensternCopula — Farlie-Gumbel-Morgenstern copula.  


#include <ql/math/copulas/farliegumbelmorgensterncopula.hpp>

Inherits binary_function< Real, Real, Real >.

Public Member Functions

FarlieGumbelMorgensternCopula (Real theta)
Real operator() (Real x, Real y) const

Detailed Description

Farlie-Gumbel-Morgenstern copula.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FarlieGumbelMorgensternCopula(3) is an alias of QuantLib_FarlieGumbelMorgensternCopula(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib