- QuantLib
- ClaytonCopulaRng
 
Clayton copula random-number generator. More...
#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 | 
Clayton copula random-number generator.