Function expected_tranche_loss_marked 

pub(crate) fn expected_tranche_loss_marked<R: Scalar>(
    pd: R,
    lgd: R,
    attach: f64,
    detach: f64,
    rho: R,
    copula: Copula,
    marks: Option<(R, R)>,
) -> R

expected_tranche_loss with the double-t’s degrees of freedom lifted by marks: the value is the unmarked one, the ν-derivatives the model’s. marks is ignored under the Gaussian.