A free/open-source library for quantitative finance
Reference manual - version 1.20
QuantLib
MaxCopula
Public Types
|
Public Member Functions
|
List of all members
MaxCopula Class Reference
max copula
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#include <ql/math/copulas/maxcopula.hpp>
Public Types
typedef
Real
first_argument_type
typedef
Real
second_argument_type
typedef
Real
result_type
Public Member Functions
Real
operator()
(
Real
x,
Real
y) const
Detailed Description
max copula
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