HuslerReissCopula Class Reference

Husler-Reiss copula. More...

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

Inherits binary_function< Real, Real, Real >.

List of all members.

Public Member Functions

 HuslerReissCopula (Real theta_)
Real operator() (Real x, Real y) const

Detailed Description

Husler-Reiss copula.