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.


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Referenced By

The man page HuslerReissCopula(3) is an alias of QuantLib_HuslerReissCopula(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib