QuantLib_SamplerVeryFastAnnealing man page

SamplerVeryFastAnnealing — Very Fast Annealing Sampler.  


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

Public Member Functions

SamplerVeryFastAnnealing (unsigned long seed, const Array &lower, const Array &upper)
SamplerVeryFastAnnealing (const SamplerVeryFastAnnealing &sampler)
void operator() (Array &newPoint, const Array &currentPoint, const Array &temp) const

Detailed Description

Very Fast Annealing Sampler.

For consistency should be used with TemperatureVeryFastAnnealing. Requires that the parameter space be bounded above and below.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

SamplerVeryFastAnnealing(3) is an alias of QuantLib_SamplerVeryFastAnnealing(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib