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

Temperature Boltzmann. More...

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

Public Member Functions

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

Detailed Description

Temperature Boltzmann.

For use with the Gaussian sampler