QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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LevyFlightWalk Class Reference

Levy Flight Random Walk. More...

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

Inheritance diagram for LevyFlightWalk:

Public Member Functions

 LevyFlightWalk (Real alpha, Real xm=0.5, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
Public Member Functions inherited from DistributionRandomWalk< LevyFlightDistribution >
 DistributionRandomWalk (LevyFlightDistribution 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< LevyFlightDistribution >
void walkImpl (Array &xRW) override
void init (FireflyAlgorithm *fa) override
Protected Attributes inherited from DistributionRandomWalk< LevyFlightDistribution >
IsotropicRandomWalk< LevyFlightDistribution, 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_
ArraylX_
ArrayuX_

Detailed Description

Levy Flight Random Walk.