QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
FarlieGumbelMorgensternCopula Class Reference

Farlie-Gumbel-Morgenstern copula. More...

#include <farliegumbelmorgensterncopula.hpp>

+ Collaboration diagram for FarlieGumbelMorgensternCopula:

Public Member Functions

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

Private Attributes

Real theta_
 

Detailed Description

Farlie-Gumbel-Morgenstern copula.

Definition at line 33 of file farliegumbelmorgensterncopula.hpp.

Constructor & Destructor Documentation

◆ FarlieGumbelMorgensternCopula()

Definition at line 25 of file farliegumbelmorgensterncopula.cpp.

Member Function Documentation

◆ operator()()

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

Definition at line 31 of file farliegumbelmorgensterncopula.cpp.

Member Data Documentation

◆ theta_

Real theta_
private

Definition at line 38 of file farliegumbelmorgensterncopula.hpp.