FarlieGumbelMorgensternCopulaRng< RNG >

NAME

FarlieGumbelMorgensternCopulaRng< RNG > − Farlie-Gumbel-Morgenstern copula random-number generator.

SYNOPSIS

#include <ql/experimental/math/farliegumbelmorgensterncopularng.hpp>

Public Types

typedef Sample< std::vector< Real > > sample_type
typedef RNG urng_type

Public Member Functions

FarlieGumbelMorgensternCopulaRng (const RNG &uniformGenerator, Real theta)
sample_type next () const

Detailed Description

template<class RNG>
class QuantLib::FarlieGumbelMorgensternCopulaRng< RNG >" Farlie-Gumbel-Morgenstern copula random-number generator.

Author

Generated automatically by Doxygen for QuantLib from the source code.