farliegumbelmorgensterncopularng.hpp File Reference

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

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

Include dependency graph for farliegumbelmorgensterncopularng.hpp:

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

Namespaces
namespace	QuantLib

Detailed Description

Farlie-Gumbel-Morgenstern copula random-number generator.