QuantLib_MarshallOlkinCopula man page

MarshallOlkinCopula — Marshall-Olkin copula.

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MarshallOlkinCopula(3) is an alias of QuantLib_MarshallOlkinCopula(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib