QuantLib_FarlieGumbelMorgensternCopula man page

FarlieGumbelMorgensternCopula — Farlie-Gumbel-Morgenstern copula.  

Synopsis

#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.

Author

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Referenced By

The man page FarlieGumbelMorgensternCopula(3) is an alias of QuantLib_FarlieGumbelMorgensternCopula(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib