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

FrankCopulaRng(3) is an alias of QuantLib_FrankCopulaRng(3).

QuantLib Version 1.8.1 Fri Sep 23 2016