QuantLib_FarlieGumbelMorgensternCopulaRng man page

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.

Referenced By

FarlieGumbelMorgensternCopulaRng(3) is an alias of QuantLib_FarlieGumbelMorgensternCopulaRng(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib