QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Ali-Mikhail-Haq copula. More...
#include <alimikhailhaqcopula.hpp>
Public Member Functions | |
AliMikhailHaqCopula (Real theta) | |
Real | operator() (Real x, Real y) const |
Private Attributes | |
Real | theta_ |
Ali-Mikhail-Haq copula.
Definition at line 34 of file alimikhailhaqcopula.hpp.
AliMikhailHaqCopula | ( | Real | theta | ) |
Definition at line 26 of file alimikhailhaqcopula.cpp.
Definition at line 32 of file alimikhailhaqcopula.cpp.
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private |
Definition at line 39 of file alimikhailhaqcopula.hpp.