ql/math/copulas/farliegumbelmorgensterncopula.hpp File Reference

Farlie-Gumbel-Morgenstern copula. More...

#include <ql/types.hpp>
#include <functional>
Include dependency graph for farliegumbelmorgensterncopula.hpp:

Classes

class  FarlieGumbelMorgensternCopula
 Farlie-Gumbel-Morgenstern copula. More...

Detailed Description

Farlie-Gumbel-Morgenstern copula.