QuantLib_ProbabilityBoltzmannDownhill man page

ProbabilityBoltzmannDownhill — Boltzmann Downhill Probability.  


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

Public Member Functions

ProbabilityBoltzmannDownhill (unsigned long seed=SeedGenerator::instance().get())
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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page ProbabilityBoltzmannDownhill(3) is an alias of QuantLib_ProbabilityBoltzmannDownhill(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib