QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
hybridsimulatedannealingfunctors.hpp File Reference

Functors for use on HybridSimulatedAnnealing. More...

#include <ql/math/array.hpp>
#include <ql/math/randomnumbers/seedgenerator.hpp>
#include <ql/math/optimization/problem.hpp>
#include <algorithm>
#include <cmath>
#include <random>
#include <utility>
#include <vector>

Go to the source code of this file.

Classes

class  SamplerLogNormal
 Lognormal Sampler. More...
 
class  SamplerGaussian
 Gaussian Sampler. More...
 
class  SamplerRingGaussian
 Gaussian Ring Sampler. More...
 
class  SamplerMirrorGaussian
 Gaussian Mirror Sampler. More...
 
class  SamplerCauchy
 Cauchy Sampler. More...
 
class  SamplerVeryFastAnnealing
 Very Fast Annealing Sampler. More...
 
struct  ProbabilityAlwaysDownhill
 Always Downhill Probability. More...
 
class  ProbabilityBoltzmann
 Boltzmann Probability. More...
 
class  ProbabilityBoltzmannDownhill
 Boltzmann Downhill Probability. More...
 
class  TemperatureBoltzmann
 Temperature Boltzmann. More...
 
class  TemperatureCauchy
 Temperature Cauchy. More...
 
class  TemperatureCauchy1D
 
class  TemperatureExponential
 
class  TemperatureVeryFastAnnealing
 Temperature Very Fast Annealing. More...
 
struct  ReannealingTrivial
 Reannealing Trivial. More...
 
class  ReannealingFiniteDifferences
 Reannealing Finite Difference. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Functors for use on HybridSimulatedAnnealing.

Definition in file hybridsimulatedannealingfunctors.hpp.