QuantLib: ql/math/copulas Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

copulas Directory Reference

## Files
file | alimikhailhaqcopula.hpp
| Ali-Mikhail-Haq copula.
file | claytoncopula.hpp
| Clayton copula.
file | farliegumbelmorgensterncopula.hpp
| Farlie-Gumbel-Morgenstern copula.
file | frankcopula.hpp
| Frank copula.
file | galamboscopula.hpp
| Galambos copula.
file | gaussiancopula.hpp
| gaussian copula
file | gumbelcopula.hpp
| Gumbel copula.
file | huslerreisscopula.hpp
| Husler-Reiss copula.
file | independentcopula.hpp
| independent copula
file | marshallolkincopula.hpp
| Marshall-Olkin copula.
file | maxcopula.hpp
| max copula
file | mincopula.hpp
| min copula
file | plackettcopula.hpp
| Plackett copula.