QuantLib
: a free/open-source library for quantitative finance
Reference manual - version 1.40
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QuantLib
HuslerReissCopula
Public Member Functions
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HuslerReissCopula Class Reference
Husler-Reiss copula.
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#include <ql/math/copulas/huslerreisscopula.hpp>
Public Member Functions
HuslerReissCopula
(
Real
theta_)
Real
operator()
(
Real
x,
Real
y) const
Detailed Description
Husler-Reiss copula.
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