QuantLib_TemperatureCauchy man page

TemperatureCauchy — Temperature Cauchy.


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

Public Member Functions

TemperatureCauchy (Real initialTemp, Size dimension)

void operator() (Array &newTemp, const Array &currTemp, const Array &steps) const

Detailed Description

Temperature Cauchy.

For use with the Cauchy sampler


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Referenced By

TemperatureCauchy(3) is an alias of QuantLib_TemperatureCauchy(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib