QuantLib_SamplerLogNormal man page

SamplerLogNormal — Lognormal Sampler.


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

Public Member Functions

SamplerLogNormal (unsigned long seed=0)

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

SamplerLogNormal(3) is an alias of QuantLib_SamplerLogNormal(3).

QuantLib Version 1.8.1 Fri Sep 23 2016