QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Farlie-Gumbel-Morgenstern copula. More...
#include <ql/math/copulas/farliegumbelmorgensterncopula.hpp>
Public Member Functions | |
FarlieGumbelMorgensternCopula (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_ |
Farlie-Gumbel-Morgenstern copula.
Definition at line 33 of file farliegumbelmorgensterncopula.hpp.
FarlieGumbelMorgensternCopula | ( | Real | theta | ) |
Definition at line 25 of file farliegumbelmorgensterncopula.cpp.
Definition at line 31 of file farliegumbelmorgensterncopula.cpp.
QL_DEPRECATED typedef Real first_argument_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 39 of file farliegumbelmorgensterncopula.hpp.
QL_DEPRECATED typedef Real second_argument_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 45 of file farliegumbelmorgensterncopula.hpp.
QL_DEPRECATED typedef Real result_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 51 of file farliegumbelmorgensterncopula.hpp.
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private |
Definition at line 56 of file farliegumbelmorgensterncopula.hpp.