QuantLib_ClaytonCopula man page

ClaytonCopula — Clayton copula.  


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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

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

Detailed Description

Clayton copula.


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Referenced By

ClaytonCopula(3) is an alias of QuantLib_ClaytonCopula(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib