QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
TemperatureCauchy1D Class Reference

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

+ Collaboration diagram for TemperatureCauchy1D:

Public Member Functions

 TemperatureCauchy1D (Real initialTemp, Size dimension)
 
void operator() (Array &newTemp, const Array &currTemp, const Array &steps)
 

Private Attributes

Real inverseN_
 
Array initialTemp_
 

Detailed Description

Definition at line 287 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ TemperatureCauchy1D()

TemperatureCauchy1D ( Real  initialTemp,
Size  dimension 
)

Definition at line 289 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

◆ operator()()

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

Definition at line 292 of file hybridsimulatedannealingfunctors.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ inverseN_

Real inverseN_
private

Definition at line 299 of file hybridsimulatedannealingfunctors.hpp.

◆ initialTemp_

Array initialTemp_
private

Definition at line 300 of file hybridsimulatedannealingfunctors.hpp.