GumbelCopula Class Reference

Gumbel copula. More...

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

Inherits binary_function< Real, Real, Real >.

List of all members.

Public Member Functions

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

Detailed Description

Gumbel copula.