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
SamplerLogNormal Class Reference

Lognormal Sampler. More...

#include <hybridsimulatedannealingfunctors.hpp>

+ Collaboration diagram for SamplerLogNormal:

Public Member Functions

 SamplerLogNormal (unsigned long seed=SeedGenerator::instance().get())
 
void operator() (Array &newPoint, const Array &currentPoint, const Array &temp)
 

Private Attributes

std::mt19937 generator_
 
std::normal_distribution< Realdistribution_
 

Detailed Description

Lognormal Sampler.

Sample from lognormal distribution. This means that the parameter space must have support on the positve side of the real line only.

Definition at line 43 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ SamplerLogNormal()

SamplerLogNormal ( unsigned long  seed = SeedGenerator::instance().get())
explicit

Definition at line 46 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

◆ operator()()

void operator() ( Array newPoint,
const Array currentPoint,
const Array temp 
)

Definition at line 49 of file hybridsimulatedannealingfunctors.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ generator_

std::mt19937 generator_
private

Definition at line 56 of file hybridsimulatedannealingfunctors.hpp.

◆ distribution_

std::normal_distribution<Real> distribution_
private

Definition at line 57 of file hybridsimulatedannealingfunctors.hpp.