claytoncopularng.hpp File Reference

Clayton copula random-number generator. More...

#include <ql/methods/montecarlo/sample.hpp>
#include <ql/errors.hpp>
#include <vector>
Include dependency graph for claytoncopularng.hpp:

Classes

class  ClaytonCopulaRng< RNG >
 Clayton copula random-number generator. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Clayton copula random-number generator.