QuantLib_GumbelCopula man page

GumbelCopula — Gumbel copula.

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib