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).

QuantLib Version 1.8.1 Fri Sep 23 2016