- 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.