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FarlieGumbelMorgensternCopula

NAME

FarlieGumbelMorgensternCopula − Farlie-Gumbel-Morgenstern copula.

SYNOPSIS

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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

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

Detailed Description

Farlie-Gumbel-Morgenstern copula.

Author

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