QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
MarshallOlkinCopula Class Reference

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_
 

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

◆ a1_

Real a1_
private

Definition at line 38 of file marshallolkincopula.hpp.

◆ a2_

Real a2_
private

Definition at line 38 of file marshallolkincopula.hpp.