FireflyAlgorithm::RandomWalk Class Reference

Base Random Walk class. More...

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

Inheritance diagram for FireflyAlgorithm::RandomWalk:

Collaboration diagram for FireflyAlgorithm::RandomWalk:

Public Member Functions
virtual	~RandomWalk ()=default
void	walk ()
	perform random walk More...

Protected Member Functions
virtual void	walkImpl (Array &xRW)=0
virtual void	init (FireflyAlgorithm *fa)

Protected Attributes
Size	Mfa_
Size	N_
const std::vector< Array > *	x_
const std::vector< std::pair< Real, Size > > *	values_
std::vector< Array > *	xRW_
Array *	lX_
Array *	uX_

Friends
class	FireflyAlgorithm

Detailed Description

Base Random Walk class.

Derived classes need to implement only walkImpl

Definition at line 173 of file fireflyalgorithm.hpp.

Constructor & Destructor Documentation

~RandomWalk()

virtual ~RandomWalk ( )

virtualdefault

Member Function Documentation

walk()

void walk

(

)

perform random walk

Definition at line 178 of file fireflyalgorithm.hpp.

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walkImpl()

virtual void walkImpl ( Array &  xRW )

protectedpure virtual

Implemented in DistributionRandomWalk< Distribution >, DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >, DistributionRandomWalk< LevyFlightDistribution >, and DecreasingGaussianWalk.

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init()

virtual void init ( FireflyAlgorithm *  fa )

protectedvirtual

Reimplemented in DistributionRandomWalk< Distribution >, DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >, DistributionRandomWalk< LevyFlightDistribution >, and DecreasingGaussianWalk.

Definition at line 191 of file fireflyalgorithm.hpp.

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Friends And Related Function Documentation

FireflyAlgorithm

friend class FireflyAlgorithm

friend

Definition at line 174 of file fireflyalgorithm.hpp.

Member Data Documentation

Mfa_

Size Mfa_

protected

Definition at line 184 of file fireflyalgorithm.hpp.

N_

Size N_

protected

Definition at line 184 of file fireflyalgorithm.hpp.

x_

const std::vector<Array>* x_

protected

Definition at line 185 of file fireflyalgorithm.hpp.

values_

const std::vector<std::pair<Real, Size> >* values_

protected

Definition at line 186 of file fireflyalgorithm.hpp.

xRW_

std::vector<Array>* xRW_

protected

Definition at line 187 of file fireflyalgorithm.hpp.

lX_

Array* lX_

protected

Definition at line 188 of file fireflyalgorithm.hpp.

uX_

Array * uX_

protected

Definition at line 188 of file fireflyalgorithm.hpp.