QuantLib_FrankCopulaRng man page

FrankCopulaRng< RNG > — Frank copula random-number generator.  


#include <ql/experimental/math/frankcopularng.hpp>

Public Types

typedef Sample< std::vector< Real > > sample_type
typedef RNG urng_type

Public Member Functions

FrankCopulaRng (const RNG &uniformGenerator, Real theta)
sample_type next () const

Detailed Description

template<class RNG>

class QuantLib::FrankCopulaRng< RNG >" Frank copula random-number generator.


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Referenced By

The man page FrankCopulaRng(3) is an alias of QuantLib_FrankCopulaRng(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib