Search
Preparing search index...
The search index is not available
quantlib.js
Options
All
Public
Public/Protected
All
Inherited
Externals
Only exported
Menu
Globals
"ql/math/copulas/claytoncopula"
ClaytonCopula
Class ClaytonCopula
Hierarchy
ClaytonCopula
Implements
BinaryFunction
<
Real
,
Real
,
Real
>
Index
Constructors
constructor
Properties
_theta
Methods
f
Constructors
constructor
new
Clayton
Copula
(
theta
:
Real
)
:
ClaytonCopula
Parameters
theta:
Real
Returns
ClaytonCopula
Properties
Private
_theta
_theta
:
Real
Methods
f
f
(
x
:
Real
, y
:
Real
)
:
Real
Parameters
x:
Real
y:
Real
Returns
Real
Globals
"ql/math/copulas/claytoncopula"
Clayton
Copula
constructor
_theta
f