QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Protected Member Functions | List of all members
DecreasingGaussianWalk Class Reference

Decreasing Random Walk. More...

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

+ Inheritance diagram for DecreasingGaussianWalk:

Public Member Functions

 DecreasingGaussianWalk (Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from GaussianWalk
 GaussianWalk (Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from DistributionRandomWalk< BoostNormalDistribution >
 DistributionRandomWalk (BoostNormalDistribution dist, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from FireflyAlgorithm::RandomWalk
void walk ()
 perform random walk
 

Protected Member Functions

void walkImpl (Array &xRW)
 
void init (FireflyAlgorithm *fa)
 
- Protected Member Functions inherited from DistributionRandomWalk< BoostNormalDistribution >
void walkImpl (Array &xRW)
 
void init (FireflyAlgorithm *fa)
 

Additional Inherited Members

- Public Types inherited from DistributionRandomWalk< BoostNormalDistribution >
typedef IsotropicRandomWalk< BoostNormalDistribution, base_generator_type > WalkRandom
 
- Protected Attributes inherited from DistributionRandomWalk< BoostNormalDistribution >
WalkRandom walkRandom_
 
Real delta_
 
- Protected Attributes inherited from FireflyAlgorithm::RandomWalk
Size Mfa_
 
Size N_
 
const std::vector< Array > * x_
 
const std::vector< std::pair< Real, Size > > * values_
 
std::vector< Array > * xRW_
 
ArraylX_
 
ArrayuX_
 

Detailed Description

Decreasing Random Walk.