QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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HuslerReissCopula Class Reference

Husler-Reiss copula. More...

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

Public Member Functions

 HuslerReissCopula (Real theta_)
Real operator() (Real x, Real y) const

Detailed Description

Husler-Reiss copula.