Class FarlieGumbelMorgensternCopula

Hierarchy

FarlieGumbelMorgensternCopula

Implements

BinaryFunction<Real, Real, Real>

Index

Constructors

constructor

Properties

_theta

Methods

f

Constructors

constructor

new FarlieGumbelMorgensternCopula(theta: Real): FarlieGumbelMorgensternCopula

- Defined in ql/math/copulas/farliegumbelmorgensterncopula.ts:9
Parameters
- theta: Real
Returns FarlieGumbelMorgensternCopula

Properties

Private _theta

_theta: Real

Methods

f

f(x: Real, y: Real): Real

- Defined in ql/math/copulas/farliegumbelmorgensterncopula.ts:17
Parameters
- x: Real
- y: Real
Returns Real