Marshall-Olkin copula. More...

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

Collaboration diagram for MarshallOlkinCopula:

Public Member Functions
	MarshallOlkinCopula (Real a1, Real a2)

Real	operator() (Real x, Real y) const

Public Attributes
QL_DEPRECATED typedef Real	first_argument_type

QL_DEPRECATED typedef Real	second_argument_type

QL_DEPRECATED typedef Real	result_type

Private Attributes
Real	a1_

Real	a2_

Detailed Description

Marshall-Olkin copula.

Definition at line 33 of file marshallolkincopula.hpp.

Constructor & Destructor Documentation

◆ MarshallOlkinCopula()

MarshallOlkinCopula	(	Real	a1,
		Real	a2
	)

Definition at line 26 of file marshallolkincopula.cpp.

Member Function Documentation

◆ operator()()

Real operator()	(	Real	x,
		Real	y
	)		const

Definition at line 35 of file marshallolkincopula.cpp.

Member Data Documentation

◆ first_argument_type

QL_DEPRECATED typedef Real first_argument_type

Deprecated:: Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 39 of file marshallolkincopula.hpp.

◆ second_argument_type

QL_DEPRECATED typedef Real second_argument_type

Deprecated:: Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 45 of file marshallolkincopula.hpp.

◆ result_type

QL_DEPRECATED typedef Real result_type

Deprecated:: Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 51 of file marshallolkincopula.hpp.

◆ a1_

Real a1_

private

Definition at line 56 of file marshallolkincopula.hpp.

◆ a2_

Real a2_