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farliegumbelmorgensterncopula.hpp File Reference


Detailed Description

Farlie-Gumbel-Morgenstern copula.

Definition in file farliegumbelmorgensterncopula.hpp.

#include <ql/types.hpp>
#include <functional>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::FarlieGumbelMorgensternCopula


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