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 |
Clayton copula.