Husler-Reiss copula. More...
#include <ql/math/copulas/huslerreisscopula.hpp>
Public Types | |
typedef Real | first_argument_type |
typedef Real | second_argument_type |
typedef Real | result_type |
Public Member Functions | |
HuslerReissCopula (Real theta_) | |
Real | operator() (Real x, Real y) const |
Husler-Reiss copula.