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).

QuantLib Version 1.8.1 Fri Sep 23 2016