GumbelCopula Class Reference

Gumbel copula. More...

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

Public Types
typedef Real	first_argument_type
typedef Real	second_argument_type
typedef Real	result_type

Public Member Functions
	GumbelCopula (Real theta)
Real	operator() (Real x, Real y) const

Detailed Description

Gumbel copula.