QuantLib
: a free/open-source library for quantitative finance
Reference manual - version 1.40
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QuantLib
GumbelCopula
Public Member Functions
|
List of all members
GumbelCopula Class Reference
Gumbel copula.
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#include <ql/math/copulas/gumbelcopula.hpp>
Public Member Functions
GumbelCopula
(
Real
theta)
Real
operator()
(
Real
x,
Real
y) const
Detailed Description
Gumbel copula.
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