QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Galambos copula. More...
#include <galamboscopula.hpp>
Public Member Functions | |
GalambosCopula (Real theta) | |
Real | operator() (Real x, Real y) const |
Private Attributes | |
Real | theta_ |
Galambos copula.
Definition at line 34 of file galamboscopula.hpp.
GalambosCopula | ( | Real | theta | ) |
Definition at line 26 of file galamboscopula.cpp.
Definition at line 32 of file galamboscopula.cpp.
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private |
Definition at line 39 of file galamboscopula.hpp.