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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Plackett copula. More...
#include <plackettcopula.hpp>
Collaboration diagram for PlackettCopula:Public Member Functions | |
| PlackettCopula (Real theta) | |
| Real | operator() (Real x, Real y) const |
Private Attributes | |
| Real | theta_ |
Plackett copula.
Definition at line 34 of file plackettcopula.hpp.
| PlackettCopula | ( | Real | theta | ) |
Definition at line 26 of file plackettcopula.cpp.
Definition at line 34 of file plackettcopula.cpp.
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private |
Definition at line 39 of file plackettcopula.hpp.