QuantLib_PlackettCopula man page

PlackettCopula — Plackett copula.

Synopsis

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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

PlackettCopula (Real theta)

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

Detailed Description

Plackett copula.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

PlackettCopula(3) is an alias of QuantLib_PlackettCopula(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib