farliegumbelmorgensterncopularng.hpp File Reference

Farlie-Gumbel-Morgenstern copula random-number generator. More...

#include <ql/methods/montecarlo/sample.hpp>
#include <ql/errors.hpp>
#include <vector>
Include dependency graph for farliegumbelmorgensterncopularng.hpp:

Classes

class  FarlieGumbelMorgensternCopulaRng< RNG >
 Farlie-Gumbel-Morgenstern copula random-number generator. More...
 

Namespaces

 QuantLib
 

Detailed Description

Farlie-Gumbel-Morgenstern copula random-number generator.