ClaytonCopulaRng< RNG > Class Template Reference
Clayton copula random-number generator. More...
#include <ql/experimental/math/claytoncopularng.hpp>
Public Types | |
typedef Sample< std::vector < Real > > | sample_type |
typedef RNG | urng_type |
Public Member Functions | |
ClaytonCopulaRng (const RNG &uniformGenerator, Real theta) | |
sample_type | next () const |
Detailed Description
template<class RNG>
class QuantLib::ClaytonCopulaRng< RNG >
Clayton copula random-number generator.