ClaytonCopulaRng< RNG > Class Template Reference

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

Detailed Description

template<class RNG>
class QuantLib::ClaytonCopulaRng< RNG >

Clayton copula random-number generator.