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

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 &currentPoint, const Array &temp)

Detailed Description

Lognormal Sampler.

Sample from lognormal distribution. This means that the parameter space must have support on the positve side of the real line only.