QuantLib_FrankCopula man page

FrankCopula — Frank copula.

Synopsis

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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

FrankCopula (Real theta)

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

Detailed Description

Frank copula.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FrankCopula(3) is an alias of QuantLib_FrankCopula(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib