QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | List of all members
MinCopula Class Reference

min copula More...

#include <ql/math/copulas/mincopula.hpp>

Inherits binary_function< Real, Real, Real >.

Public Member Functions

Real operator() (Real x, Real y) const
 

Detailed Description

min copula