ClaytonCopula Class Reference

Clayton copula. More...

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

Collaboration diagram for ClaytonCopula:

Public Member Functions
	ClaytonCopula (Real theta)
Real	operator() (Real x, Real y) const

Public Attributes
QL_DEPRECATED typedef Real	first_argument_type
QL_DEPRECATED typedef Real	second_argument_type
QL_DEPRECATED typedef Real	result_type

Private Attributes
Real	theta_

Detailed Description

Clayton copula.

Definition at line 33 of file claytoncopula.hpp.

Constructor & Destructor Documentation

ClaytonCopula()

ClaytonCopula

(

Real

theta

)

Definition at line 29 of file claytoncopula.cpp.

Member Function Documentation

operator()()

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

Definition at line 37 of file claytoncopula.cpp.

Member Data Documentation

first_argument_type

QL_DEPRECATED typedef Real first_argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 39 of file claytoncopula.hpp.

second_argument_type

QL_DEPRECATED typedef Real second_argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 45 of file claytoncopula.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 51 of file claytoncopula.hpp.

theta_

Real theta_

private

Definition at line 56 of file claytoncopula.hpp.