QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Husler-Reiss copula. More...
#include <ql/math/copulas/huslerreisscopula.hpp>
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_ |
Husler-Reiss copula.
Definition at line 34 of file huslerreisscopula.hpp.
HuslerReissCopula | ( | Real | theta_ | ) |
Definition at line 26 of file huslerreisscopula.cpp.
Definition at line 33 of file huslerreisscopula.cpp.
QL_DEPRECATED typedef Real first_argument_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 40 of file huslerreisscopula.hpp.
QL_DEPRECATED typedef Real second_argument_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 46 of file huslerreisscopula.hpp.
QL_DEPRECATED typedef Real result_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 52 of file huslerreisscopula.hpp.
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private |
Definition at line 57 of file huslerreisscopula.hpp.
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private |
Definition at line 58 of file huslerreisscopula.hpp.