QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Marshall-Olkin copula. More...
#include <marshallolkincopula.hpp>
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.
|
private |
Definition at line 38 of file marshallolkincopula.hpp.
|
private |
Definition at line 38 of file marshallolkincopula.hpp.