25#ifndef quantlib_clayton_copula_rng_hpp
26#define quantlib_clayton_copula_rng_hpp
49 : uniformGenerator_(ug),
theta_(th) {
51 "theta (" << th <<
") must be greater or equal to -1");
53 "theta (" << th <<
") must be different from 0");
59 typename RNG::sample_type v1 = uniformGenerator_.next();
60 typename RNG::sample_type v2 = uniformGenerator_.next();
Clayton copula random-number generator.
ClaytonCopulaRng(const RNG &uniformGenerator, Real theta)
Sample< std::vector< Real > > sample_type
Classes and functions for error handling.
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified