QuantLib_SamplerVeryFastAnnealing man page

SamplerVeryFastAnnealing — Very Fast Annealing Sampler.

Synopsis

#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.

Author

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Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib