QuantLib_GaussianCopula man page

GaussianCopula — Gaussian copula.


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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

GaussianCopula (Real rho)

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

Detailed Description

Gaussian copula.


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Referenced By

GaussianCopula(3) is an alias of QuantLib_GaussianCopula(3).

QuantLib Version 1.8.1 Fri Sep 23 2016