text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2008 Marek Glowacki
  
   This file is part of QuantLib, a free-software/open-source library
   for financial quantitative analysts and developers - http://quantlib.org/
  
   QuantLib is free software: you can redistribute it and/or modify it
   under the terms of the QuantLib license.  You should have received a
   copy of the license along with this program; if not, please email
   <quantlib-dev@lists.sf.net>. The license is also available online at
   <http://quantlib.org/license.shtml>.
  
   This program is distributed in the hope that it will be useful, but WITHOUT
   ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
   FOR A PARTICULAR PURPOSE.  See the license for more details.
  */
  
  #include <ql/math/copulas/mincopula.hpp>
  #include <ql/errors.hpp>
  
  namespace QuantLib {
  
      Real MinCopula::operator()(Real x, Real y) const 
      {
          QL_REQUIRE(x >= 0.0 && x <=1.0 ,
                     "1st argument (" << x << ") must be in [0,1]");
          QL_REQUIRE(y >= 0.0 && y <=1.0 ,
                     "2nd argument (" << y << ") must be in [0,1]");
          return std::max(x+y-1.0, 0.0);
      }
  
  }
  