FarlieGumbelMorgensternCopulaRng< RNG > Class Template Reference

Farlie-Gumbel-Morgenstern copula random-number generator. More...

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

List of all members.

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.