QuantLib_ProbabilityBoltzmannDownhill man page

ProbabilityBoltzmannDownhill — Boltzmann Downhill Probability.


#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>

Public Member Functions

ProbabilityBoltzmannDownhill (unsigned long seed=0)

ProbabilityBoltzmannDownhill (const ProbabilityBoltzmannDownhill &probability)

bool operator() (Real currentValue, Real newValue, const Array &temp) const

Detailed Description

Boltzmann Downhill Probability.

Similarly to the Boltzmann Probability, but if new < current, then the point is always accepted.


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Referenced By

ProbabilityBoltzmannDownhill(3) is an alias of QuantLib_ProbabilityBoltzmannDownhill(3).

QuantLib Version 1.8.1 Fri Sep 23 2016