Specialization for direct Gaussian Box-Muller generation. More...
#include <ql/experimental/math/latentmodel.hpp>
Public Types | |
typedef Sample< std::vector< Real > > | sample_type |
Public Member Functions | |
FactorSampler (const GaussianCopulaPolicy &copula, BigNatural seed=0) | |
const sample_type & | nextSequence () const |
Specialization for direct Gaussian Box-Muller generation.