QuantLib_GumbelCopula man page

GumbelCopula — Gumbel copula.


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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

GumbelCopula (Real theta)

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

Detailed Description

Gumbel copula.


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Referenced By

GumbelCopula(3) is an alias of QuantLib_GumbelCopula(3).

QuantLib Version 1.8.1 Fri Sep 23 2016