QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
Public Member Functions | List of all members
GalambosCopula Class Reference

Galambos copula. More...

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

Public Member Functions

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

Detailed Description

Galambos copula.

Generated by Doxygen 1.14.0