21#include <ql/math/copulas/plackettcopula.hpp>
22#include <ql/errors.hpp>
28 QL_REQUIRE(theta >= 0.0,
29 "theta (" << theta <<
") must be greater or equal to 0");
30 QL_REQUIRE(theta != 1.0,
31 "theta (" << theta <<
") must be different from 1");
36 QL_REQUIRE(x >= 0.0 && x <=1.0 ,
37 "1st argument (" << x <<
") must be in [0,1]");
38 QL_REQUIRE(y >= 0.0 && y <=1.0 ,
39 "2nd argument (" << y <<
") must be in [0,1]");
Real operator()(Real x, Real y) const
PlackettCopula(Real theta)