Farlie-Gumbel-Morgenstern copula. More...
#include <ql/math/copulas/farliegumbelmorgensterncopula.hpp>
Public Types | |
typedef Real | first_argument_type |
typedef Real | second_argument_type |
typedef Real | result_type |
Public Member Functions | |
FarlieGumbelMorgensternCopula (Real theta) | |
Real | operator() (Real x, Real y) const |
Farlie-Gumbel-Morgenstern copula.