QuantLib_ClaytonCopulaRng man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ClaytonCopulaRng(3) is an alias of QuantLib_ClaytonCopulaRng(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib