- QuantLib
- FarlieGumbelMorgensternCopulaRng
Farlie-Gumbel-Morgenstern copula random-number generator. More...
#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 |
Farlie-Gumbel-Morgenstern copula random-number generator.