QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | List of all members
SamplerVeryFastAnnealing Class Reference

Very Fast Annealing Sampler. More...

#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.