FarlieGumbelMorgensternCopula Class Reference

Farlie-Gumbel-Morgenstern copula. More...

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

Public Member Functions
	FarlieGumbelMorgensternCopula (Real theta)
Real	operator() (Real x, Real y) const

Detailed Description

Farlie-Gumbel-Morgenstern copula.