GlobalOptimizer man page

GlobalOptimizer ā€” Example of Global Optimization Using Different Methods

Synopsis

GlobalOptimizer

Description

GlobalOptimizer is an example of using QuantLib.

Several different methods are illustrated: Firefly Algorithm, Hybrid Simulated Annealing, Particle Swarm Optimization, Simulated Annealing, and Differential Evolution.

See Also

The source code CDS.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org.

Authors

The QuantLib Group (see Authors.txt).

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.

Info

13 October 2017 QuantLib