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

Husler-Reiss copula. More...

#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.