QuantLib_HuslerReissCopula man page

HuslerReissCopula — Husler-Reiss copula.  


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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

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

Detailed Description

Husler-Reiss copula.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

HuslerReissCopula(3) is an alias of QuantLib_HuslerReissCopula(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib