QuantLib_ClaytonCopulaRng man page

ClaytonCopulaRng< RNG > — Clayton copula random-number generator.  


#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.


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Referenced By

The man page ClaytonCopulaRng(3) is an alias of QuantLib_ClaytonCopulaRng(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib