MarshallOlkinCopula Class Reference

Marshall-Olkin copula. More...

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

Inherits binary_function< Real, Real, Real >.

List of all members.

Public Member Functions

 MarshallOlkinCopula (Real a1, Real a2)
Real operator() (Real x, Real y) const

Detailed Description

Marshall-Olkin copula.