QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Decreasing Random Walk. More...
#include <fireflyalgorithm.hpp>
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_ |
Array * | lX_ |
Array * | uX_ |
Decreasing Random Walk.
Definition at line 255 of file fireflyalgorithm.hpp.
|
explicit |
Definition at line 257 of file fireflyalgorithm.hpp.
|
overrideprotectedvirtual |
Implements FireflyAlgorithm::RandomWalk.
Definition at line 263 of file fireflyalgorithm.hpp.
|
overrideprotectedvirtual |
Reimplemented from FireflyAlgorithm::RandomWalk.
Definition at line 273 of file fireflyalgorithm.hpp.
|
private |
Definition at line 280 of file fireflyalgorithm.hpp.
|
private |
Definition at line 281 of file fireflyalgorithm.hpp.