Husler-Reiss copula. More...

#include <ql/math/copulas/huslerreisscopula.hpp>

Collaboration diagram for HuslerReissCopula:

Public Member Functions
	HuslerReissCopula (Real theta_)

Real	operator() (Real x, Real y) const

Public Attributes
QL_DEPRECATED typedef Real	first_argument_type

QL_DEPRECATED typedef Real	second_argument_type

QL_DEPRECATED typedef Real	result_type

Private Attributes
Real	theta_

CumulativeNormalDistribution	cumNormal_

Detailed Description

Husler-Reiss copula.

Definition at line 34 of file huslerreisscopula.hpp.

Constructor & Destructor Documentation

◆ HuslerReissCopula()

HuslerReissCopula ( Real theta_ )

Definition at line 26 of file huslerreisscopula.cpp.

Member Function Documentation

◆ operator()()

Real operator()	(	Real	x,
		Real	y
	)		const

Definition at line 33 of file huslerreisscopula.cpp.

Member Data Documentation

◆ first_argument_type

QL_DEPRECATED typedef Real first_argument_type

Deprecated:: Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 40 of file huslerreisscopula.hpp.

◆ second_argument_type

QL_DEPRECATED typedef Real second_argument_type

Deprecated:: Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 46 of file huslerreisscopula.hpp.

◆ result_type

QL_DEPRECATED typedef Real result_type

Deprecated:: Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 52 of file huslerreisscopula.hpp.

◆ theta_

Real theta_

private

Definition at line 57 of file huslerreisscopula.hpp.

◆ cumNormal_

CumulativeNormalDistribution cumNormal_