QuantLib: FrankCopula Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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FrankCopula Class Reference

Frank copula. More...

`#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.