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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Boltzmann Downhill Probability. More...
#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
| ProbabilityBoltzmannDownhill (unsigned long seed=SeedGenerator::instance().get()) | |
| bool | operator() (Real currentValue, Real newValue, const Array &temp) |
Boltzmann Downhill Probability.
Similarly to the Boltzmann Probability, but if new < current, then the point is always accepted.