QuantLib_ClaytonCopula man page

ClaytonCopula — Clayton copula.

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib