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 Sep 23 2016 Version 1.8.1 QuantLib