QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
DistributionRandomWalk< Distribution > Class Template Reference

Distribution Walk. More...

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

+ Inheritance diagram for DistributionRandomWalk< Distribution >:
+ Collaboration diagram for DistributionRandomWalk< Distribution >:

Public Member Functions

 DistributionRandomWalk (Distribution dist, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from FireflyAlgorithm::RandomWalk
virtual ~RandomWalk ()=default
 
void walk ()
 perform random walk More...
 

Protected Member Functions

void walkImpl (Array &xRW) override
 
void init (FireflyAlgorithm *fa) override
 
virtual void walkImpl (Array &xRW)=0
 
virtual void init (FireflyAlgorithm *fa)
 

Protected Attributes

IsotropicRandomWalk< Distribution, std::mt19937 > walkRandom_
 
Real delta_
 
- Protected Attributes inherited from FireflyAlgorithm::RandomWalk
Size Mfa_
 
Size N_
 
const std::vector< Array > * x_
 
const std::vector< std::pair< Real, Size > > * values_
 
std::vector< Array > * xRW_
 
ArraylX_
 
ArrayuX_
 

Detailed Description

template<class Distribution>
class QuantLib::DistributionRandomWalk< Distribution >

Distribution Walk.

Definition at line 207 of file fireflyalgorithm.hpp.

Constructor & Destructor Documentation

◆ DistributionRandomWalk()

DistributionRandomWalk ( Distribution  dist,
Real  delta = 0.9,
unsigned long  seed = SeedGenerator::instance().get() 
)
explicit

Definition at line 209 of file fireflyalgorithm.hpp.

Member Function Documentation

◆ walkImpl()

void walkImpl ( Array xRW)
overrideprotectedvirtual

Implements FireflyAlgorithm::RandomWalk.

Definition at line 215 of file fireflyalgorithm.hpp.

◆ init()

void init ( FireflyAlgorithm fa)
overrideprotectedvirtual

Reimplemented from FireflyAlgorithm::RandomWalk.

Definition at line 219 of file fireflyalgorithm.hpp.

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Member Data Documentation

◆ walkRandom_

IsotropicRandomWalk<Distribution, std::mt19937> walkRandom_
protected

Definition at line 223 of file fireflyalgorithm.hpp.

◆ delta_

Real delta_
protected

Definition at line 224 of file fireflyalgorithm.hpp.