QuantLib: FrankCopulaRng< RNG > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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FrankCopulaRng< RNG > Class Template Reference

Frank copula random-number generator. More...

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

## 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

## Detailed Description

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

Frank copula random-number generator.