QuantLib: ClaytonCopula Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

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.