QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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huslerreisscopula.hpp File Reference

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.