QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Farlie-Gumbel-Morgenstern copula. More...
#include <farliegumbelmorgensterncopula.hpp>
Public Member Functions | |
FarlieGumbelMorgensternCopula (Real theta) | |
Real | operator() (Real x, Real y) const |
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.
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private |
Definition at line 38 of file farliegumbelmorgensterncopula.hpp.