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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2008 Marek Glowacki

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file gaussiancopula.hpp
    \brief gaussian copula

#ifndef quantlib_math_gaussian_copula_h
#define quantlib_math_gaussian_copula_h

#include <ql/math/distributions/bivariatenormaldistribution.hpp>
#include <functional>

namespace QuantLib {

00032     class GaussianCopula : public std::binary_function<Real,Real,Real> {
        GaussianCopula(Real rho);
        Real operator()(Real x, Real y) const;
        Real rho_;
        BivariateCumulativeNormalDistributionWe04DP bivariate_normal_cdf_;     
        InverseCumulativeNormal invCumNormal_;


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