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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
GaussianWalk
GaussianWalk Member List
This is the complete list of members for
GaussianWalk
, including all inherited members.
delta_
DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
protected
DistributionRandomWalk
(std::normal_distribution< QuantLib::Real > dist, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
explicit
GaussianWalk
(Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
GaussianWalk
explicit
init
(FireflyAlgorithm *fa) override
DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
protected
virtual
lX_
FireflyAlgorithm::RandomWalk
protected
Mfa_
FireflyAlgorithm::RandomWalk
protected
N_
FireflyAlgorithm::RandomWalk
protected
uX_
FireflyAlgorithm::RandomWalk
protected
values_
FireflyAlgorithm::RandomWalk
protected
walk
()
FireflyAlgorithm::RandomWalk
walkImpl
(Array &xRW) override
DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
protected
virtual
walkRandom_
DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
protected
x_
FireflyAlgorithm::RandomWalk
protected
xRW_
FireflyAlgorithm::RandomWalk
protected
~RandomWalk
()=default
FireflyAlgorithm::RandomWalk
virtual
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