21#include <ql/math/copulas/huslerreisscopula.hpp>
22#include <ql/errors.hpp>
29 QL_REQUIRE(theta >= 0.0,
30 "theta (" << theta <<
") must be greater or equal to 0");
35 QL_REQUIRE(x >= 0.0 && x <=1.0 ,
36 "1st argument (" << x <<
") must be in [0,1]");
37 QL_REQUIRE(y >= 0.0 && y <=1.0 ,
38 "2nd argument (" << y <<
") must be in [0,1]");
Real operator()(Real x, Real y) const
CumulativeNormalDistribution cumNormal_
HuslerReissCopula(Real theta_)