QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
TemperatureCauchy Class Reference

Temperature Cauchy. More...

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

+ Collaboration diagram for TemperatureCauchy:

Public Member Functions

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

Private Attributes

Array initialTemp_
 

Detailed Description

Temperature Cauchy.

For use with the Cauchy sampler

Definition at line 273 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ TemperatureCauchy()

TemperatureCauchy ( Real  initialTemp,
Size  dimension 
)

Definition at line 275 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

◆ operator()()

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

Definition at line 277 of file hybridsimulatedannealingfunctors.hpp.

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Member Data Documentation

◆ initialTemp_

Array initialTemp_
private

Definition at line 284 of file hybridsimulatedannealingfunctors.hpp.