FarlieGumbelMorgensternCopula − Farlie-Gumbel-Morgenstern copula.
#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
Farlie-Gumbel-Morgenstern copula.
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