QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Farlie-Gumbel-Morgenstern copula. More...
Go to the source code of this file.
Classes | |
class | FarlieGumbelMorgensternCopula |
Farlie-Gumbel-Morgenstern copula. More... | |
Namespaces | |
namespace | QuantLib |
Farlie-Gumbel-Morgenstern copula.
Definition in file farliegumbelmorgensterncopula.hpp.