Frank copula random-number generator. More...
#include <frankcopularng.hpp>
Collaboration diagram for FrankCopulaRng< RNG >:
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 |
Private Attributes | |
| Real | theta_ |
| RNG | uniformGenerator_ |
Detailed Description
template<class RNG>
class QuantLib::FrankCopulaRng< RNG >
class QuantLib::FrankCopulaRng< RNG >
Frank copula random-number generator.
Definition at line 36 of file frankcopularng.hpp.
Member Typedef Documentation
◆ sample_type
| typedef Sample<std::vector<Real> > sample_type |
Definition at line 38 of file frankcopularng.hpp.
◆ urng_type
| typedef RNG urng_type |
Definition at line 39 of file frankcopularng.hpp.
Constructor & Destructor Documentation
◆ FrankCopulaRng()
|
explicit |
Definition at line 48 of file frankcopularng.hpp.
Member Function Documentation
◆ next()
| FrankCopulaRng< RNG >::sample_type next |
Definition at line 56 of file frankcopularng.hpp.
Member Data Documentation
◆ theta_
|
private |
Definition at line 43 of file frankcopularng.hpp.
◆ uniformGenerator_
|
private |
Definition at line 44 of file frankcopularng.hpp.