FrankCopulaRng< RNG > Class Template Reference

Frank copula random-number generator. More...

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

List of all members.

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.