sourCEntral - mobile manpages

pdf

PlackettCopula

NAME

PlackettCopula −

Plackett copula.

SYNOPSIS

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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

PlackettCopula (Real theta)
Real operator()
(Real x, Real y) const

Detailed Description

Plackett copula.

Author

Generated automatically by Doxygen for QuantLib from the source code.

pdf