QuantLib: FrankCopula Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Types | Public Member Functions | List of all members
FrankCopula Class Reference

Frank copula. More...

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

## Public Types
typedef Real | first_argument_type
typedef Real | second_argument_type
typedef Real | result_type

## Public Member Functions
| FrankCopula (Real theta)
Real | operator() (Real x, Real y) const

## Detailed Description

Frank copula.