QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Protected Member Functions | Private Attributes | List of all members
DecreasingGaussianWalk Class Reference

Decreasing Random Walk. More...

#include <fireflyalgorithm.hpp>

+ Inheritance diagram for DecreasingGaussianWalk:
+ Collaboration diagram for DecreasingGaussianWalk:

Public Member Functions

 DecreasingGaussianWalk (Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from GaussianWalk
 GaussianWalk (Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
 DistributionRandomWalk (std::normal_distribution< QuantLib::Real > 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
 
- Protected Member Functions inherited from DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
void walkImpl (Array &xRW) override
 
void init (FireflyAlgorithm *fa) override
 
virtual void walkImpl (Array &xRW)=0
 
virtual void init (FireflyAlgorithm *fa)
 

Private Attributes

Real delta0_
 
Size iteration_
 

Additional Inherited Members

- Protected Attributes inherited from DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
IsotropicRandomWalk< std::normal_distribution< QuantLib::Real >, 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

Decreasing Random Walk.

Definition at line 255 of file fireflyalgorithm.hpp.

Constructor & Destructor Documentation

◆ DecreasingGaussianWalk()

DecreasingGaussianWalk ( Real  sigma,
Real  delta = 0.9,
unsigned long  seed = SeedGenerator::instance().get() 
)
explicit

Definition at line 257 of file fireflyalgorithm.hpp.

Member Function Documentation

◆ walkImpl()

void walkImpl ( Array xRW)
overrideprotectedvirtual

Implements FireflyAlgorithm::RandomWalk.

Definition at line 263 of file fireflyalgorithm.hpp.

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◆ init()

void init ( FireflyAlgorithm fa)
overrideprotectedvirtual

Reimplemented from FireflyAlgorithm::RandomWalk.

Definition at line 273 of file fireflyalgorithm.hpp.

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Member Data Documentation

◆ delta0_

Real delta0_
private

Definition at line 280 of file fireflyalgorithm.hpp.

◆ iteration_

Size iteration_
private

Definition at line 281 of file fireflyalgorithm.hpp.