QuantLib: ClaytonCopulaRng< RNG > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Types | Public Member Functions | List of all members
ClaytonCopulaRng< RNG > Class Template Reference

Clayton copula random-number generator. More...

`#include <ql/experimental/math/claytoncopularng.hpp>`

## Public Types
typedef Sample< std::vector< Real > > | sample_type
typedef RNG | urng_type

## Public Member Functions
| ClaytonCopulaRng (const RNG &uniformGenerator, Real theta)
sample_type | next () const

## Detailed Description

### template<class RNG>
class QuantLib::ClaytonCopulaRng< RNG >

Clayton copula random-number generator.