QuantLib: C:/dev/QuantLib/ql/math/copulas/huslerreisscopula.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Husler-Reiss copula. More...

#include <ql/math/distributions/normaldistribution.hpp>
#include <functional>

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Classes
class	HuslerReissCopula
	Husler-Reiss copula. More...

Namespaces
namespace	QuantLib

Detailed Description

Husler-Reiss copula.

Definition in file huslerreisscopula.hpp.