QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Lognormal Sampler. More...
#include <hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
SamplerLogNormal (unsigned long seed=SeedGenerator::instance().get()) | |
void | operator() (Array &newPoint, const Array ¤tPoint, const Array &temp) |
Private Attributes | |
std::mt19937 | generator_ |
std::normal_distribution< Real > | distribution_ |
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.
|
explicit |
Definition at line 46 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 49 of file hybridsimulatedannealingfunctors.hpp.
|
private |
Definition at line 56 of file hybridsimulatedannealingfunctors.hpp.
|
private |
Definition at line 57 of file hybridsimulatedannealingfunctors.hpp.