QuantLib: MarshallOlkinCopula Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
MarshallOlkinCopula Class Reference

Marshall-Olkin copula. More...

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

Inherits binary_function< Real, Real, Real >.

## Public Member Functions
| MarshallOlkinCopula (Real a1, Real a2)
Real | operator() (Real x, Real y) const

## Detailed Description

Marshall-Olkin copula.