A free/open-source library for quantitative finance
Reference manual - version 1.6
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copulas
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.
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