MarshallOlkinCopula Class Reference

Marshall-Olkin copula. More...

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

Public Types
typedef Real	first_argument_type
typedef Real	second_argument_type
typedef Real	result_type

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

Detailed Description

Marshall-Olkin copula.