QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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farliegumbelmorgensterncopularng.hpp File Reference

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

#include <ql/methods/montecarlo/sample.hpp>
#include <ql/errors.hpp>
#include <vector>

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Classes

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

Namespaces

namespace  QuantLib
 

Detailed Description

Farlie-Gumbel-Morgenstern copula random-number generator.

Definition in file farliegumbelmorgensterncopularng.hpp.