FrankCopulaRng< RNG > Class Template Reference

Frank copula random-number generator. More...

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

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.