QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | List of all members
GumbelCopula Class Reference

Gumbel copula. More...

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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

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

Detailed Description

Gumbel copula.