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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Lognormal Sampler. More...
#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
| SamplerLogNormal (unsigned long seed=SeedGenerator::instance().get()) | |
| void | operator() (Array &newPoint, const Array ¤tPoint, const Array &temp) |
Lognormal Sampler.
Sample from lognormal distribution. This means that the parameter space must have support on the positve side of the real line only.