QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Public Attributes | Private Attributes | List of all members
PlackettCopula Class Reference

Plackett copula. More...

#include <ql/math/copulas/plackettcopula.hpp>

+ Collaboration diagram for PlackettCopula:

Public Member Functions

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

Public Attributes

QL_DEPRECATED typedef Real first_argument_type
 
QL_DEPRECATED typedef Real second_argument_type
 
QL_DEPRECATED typedef Real result_type
 

Private Attributes

Real theta_
 

Detailed Description

Plackett copula.

Definition at line 34 of file plackettcopula.hpp.

Constructor & Destructor Documentation

◆ PlackettCopula()

PlackettCopula ( Real  theta)

Definition at line 26 of file plackettcopula.cpp.

Member Function Documentation

◆ operator()()

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

Definition at line 34 of file plackettcopula.cpp.

Member Data Documentation

◆ first_argument_type

QL_DEPRECATED typedef Real first_argument_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 40 of file plackettcopula.hpp.

◆ second_argument_type

QL_DEPRECATED typedef Real second_argument_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 46 of file plackettcopula.hpp.

◆ result_type

QL_DEPRECATED typedef Real result_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 52 of file plackettcopula.hpp.

◆ theta_

Real theta_
private

Definition at line 57 of file plackettcopula.hpp.