QuantLib_GalambosCopula man page

GalambosCopula — Galambos copula.

Synopsis

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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

GalambosCopula (Real theta)

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

Detailed Description

Galambos copula.

Author

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Referenced By

GalambosCopula(3) is an alias of QuantLib_GalambosCopula(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib