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Sourcecode: quantlib version File versions  Download package

gumbelcopula.hpp File Reference


Detailed Description

Gumbel copula.

Definition in file gumbelcopula.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::GumbelCopula


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