QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
ql
math
copulas
maxcopula.hpp
Go to the documentation of this file.
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
Copyright (C) 2008 Marek Glowacki
5
6
This file is part of QuantLib, a free-software/open-source library
7
for financial quantitative analysts and developers - http://quantlib.org/
8
9
QuantLib is free software: you can redistribute it and/or modify it
10
under the terms of the QuantLib license. You should have received a
11
copy of the license along with this program; if not, please email
12
<quantlib-dev@lists.sf.net>. The license is also available online at
13
<http://quantlib.org/license.shtml>.
14
15
This program is distributed in the hope that it will be useful, but WITHOUT
16
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17
FOR A PARTICULAR PURPOSE. See the license for more details.
18
*/
19
20
/*! \file maxcopula.hpp
21
\brief max copula
22
*/
23
24
#ifndef quantlib_math_max_copula_h
25
#define quantlib_math_max_copula_h
26
27
#include <
ql/types.hpp
>
28
#include <functional>
29
30
namespace
QuantLib
{
31
32
//! max copula
33
class
MaxCopula
{
34
public
:
35
Real
operator()
(
Real
x,
Real
y
)
const
;
36
};
37
38
}
39
40
#endif
y
Real y
Definition:
andreasenhugevolatilityinterpl.cpp:46
QuantLib::MaxCopula
max copula
Definition:
maxcopula.hpp:33
QuantLib::MaxCopula::operator()
Real operator()(Real x, Real y) const
Definition:
maxcopula.cpp:26
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib
Definition:
any.hpp:35
types.hpp
Custom types.
Generated by
Doxygen
1.9.5