Farlie-Gumbel-Morgenstern copula random-number generator. More...
#include <ql/methods/montecarlo/sample.hpp>#include <ql/errors.hpp>#include <vector>
Classes | |
| class | FarlieGumbelMorgensternCopulaRng< RNG > |
| Farlie-Gumbel-Morgenstern copula random-number generator. More... | |
Farlie-Gumbel-Morgenstern copula random-number generator.