QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
ClaytonCopula Class Reference

Clayton copula. More...

#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.