20#include <ql/math/copulas/claytoncopula.hpp>
21#include <ql/errors.hpp>
31 QL_REQUIRE(theta >= -1.0,
32 "theta (" << theta <<
") must be greater or equal to -1");
33 QL_REQUIRE(theta != 0.0,
34 "theta (" << theta <<
") must be different from 0");
39 QL_REQUIRE(x >= 0.0 && x <=1.0 ,
40 "1st argument (" << x <<
") must be in [0,1]");
41 QL_REQUIRE(y >= 0.0 && y <=1.0 ,
42 "2nd argument (" << y <<
") must be in [0,1]");
ClaytonCopula(Real theta)
Real operator()(Real x, Real y) const