QuantLib_MaxCopula man page

MaxCopula — max copula

Synopsis

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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

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

Detailed Description

max copula

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib