QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
MarshallOlkinCopula Class Reference

Marshall-Olkin copula. More...

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

Inherits binary_function< Real, Real, Real >.

Public Member Functions

 MarshallOlkinCopula (Real a1, Real a2)
 
Real operator() (Real x, Real y) const
 

Detailed Description

Marshall-Olkin copula.