QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
MarshallOlkinCopula Class Reference

Marshall-Olkin copula. More...

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

Public Member Functions

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

Detailed Description

Marshall-Olkin copula.