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

Temperature Boltzmann. More...

#include <hybridsimulatedannealingfunctors.hpp>

+ Collaboration diagram for TemperatureBoltzmann:

Public Member Functions

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

Private Attributes

Array initialTemp_
 

Detailed Description

Temperature Boltzmann.

For use with the Gaussian sampler

Definition at line 257 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ TemperatureBoltzmann()

TemperatureBoltzmann ( Real  initialTemp,
Size  dimension 
)

Definition at line 259 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

◆ operator()()

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

Definition at line 261 of file hybridsimulatedannealingfunctors.hpp.

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Member Data Documentation

◆ initialTemp_

Array initialTemp_
private

Definition at line 268 of file hybridsimulatedannealingfunctors.hpp.