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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Marshall-Olkin copula. More...
#include <marshallolkincopula.hpp>
Collaboration diagram for MarshallOlkinCopula:Public Member Functions | |
| MarshallOlkinCopula (Real a1, Real a2) | |
| Real | operator() (Real x, Real y) const |
Private Attributes | |
| Real | a1_ |
| Real | a2_ |
Marshall-Olkin copula.
Definition at line 33 of file marshallolkincopula.hpp.
| MarshallOlkinCopula | ( | Real | a1, |
| Real | a2 | ||
| ) |
Definition at line 26 of file marshallolkincopula.cpp.
Definition at line 35 of file marshallolkincopula.cpp.
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private |
Definition at line 38 of file marshallolkincopula.hpp.
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private |
Definition at line 38 of file marshallolkincopula.hpp.