QuantLib_GaussianCopula man page

GaussianCopula — Gaussian copula.

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib