- QuantLib
- FarlieGumbelMorgensternCopulaRng
 
Farlie-Gumbel-Morgenstern copula random-number generator. More...
#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 | 
Farlie-Gumbel-Morgenstern copula random-number generator.