GaussianWalk Class Reference

Gaussian Walk. More...

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

Inheritance diagram for GaussianWalk:

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

Additional Inherited Members
Protected Member Functions inherited from DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
void	walkImpl (Array &xRW) override
void	init (FireflyAlgorithm *fa) override
Protected Attributes inherited from DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
IsotropicRandomWalk< std::normal_distribution< QuantLib::Real >, std::mt19937 >	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_
Array *	lX_
Array *	uX_

Detailed Description

Gaussian Walk.