Farlie-Gumbel-Morgenstern copula random-number generator. More...
Classes | |
class | FarlieGumbelMorgensternCopulaRng< RNG > |
Farlie-Gumbel-Morgenstern copula random-number generator. More... | |
Namespaces | |
QuantLib | |
Farlie-Gumbel-Morgenstern copula random-number generator.