QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | Public Member Functions | List of all members
ClaytonCopula Class Reference

Clayton copula. More...

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

Public Types

typedef Real first_argument_type
 
typedef Real second_argument_type
 
typedef Real result_type
 

Public Member Functions

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

Detailed Description

Clayton copula.