QuantLib_SamplerLogNormal man page

SamplerLogNormal — Lognormal Sampler.  


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

Public Member Functions

SamplerLogNormal (unsigned long seed=SeedGenerator::instance().get())
SamplerLogNormal (const SamplerLogNormal &sampler)
void operator() (Array &newPoint, const Array &currentPoint, const Array &temp) const

Detailed Description

Lognormal Sampler.

Sample from lognormal distribution. This means that the parameter space must have support on the positve side of the real line only.


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Referenced By

The man page SamplerLogNormal(3) is an alias of QuantLib_SamplerLogNormal(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib