- QuantLib
- FarlieGumbelMorgensternCopula
Farlie-Gumbel-Morgenstern copula. More...
#include <ql/math/copulas/farliegumbelmorgensterncopula.hpp>
Inherits binary_function< Real, Real, Real >.
Public Member Functions | |
FarlieGumbelMorgensternCopula (Real theta) | |
Real | operator() (Real x, Real y) const |
Farlie-Gumbel-Morgenstern copula.