QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Functors for use on HybridSimulatedAnnealing.
Definition in file hybridsimulatedannealingfunctors.hpp.