PlackettCopula Class Reference

Plackett copula. More...

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

Inherits std::binary_function< Real, Real, Real >.

List of all members.

Public Member Functions

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

Detailed Description

Plackett copula.