QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
GalambosCopula Class Reference

Galambos copula. More...

#include <galamboscopula.hpp>

+ Collaboration diagram for GalambosCopula:

Public Member Functions

 GalambosCopula (Real theta)
 
Real operator() (Real x, Real y) const
 

Private Attributes

Real theta_
 

Detailed Description

Galambos copula.

Definition at line 34 of file galamboscopula.hpp.

Constructor & Destructor Documentation

◆ GalambosCopula()

GalambosCopula ( Real  theta)

Definition at line 26 of file galamboscopula.cpp.

Member Function Documentation

◆ operator()()

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

Definition at line 32 of file galamboscopula.cpp.

Member Data Documentation

◆ theta_

Real theta_
private

Definition at line 39 of file galamboscopula.hpp.