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

Temperature Cauchy. More...

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

Public Member Functions

 TemperatureCauchy (Real initialTemp, Size dimension)
void operator() (Array &newTemp, const Array &currTemp, const Array &steps)

Detailed Description

Temperature Cauchy.

For use with the Cauchy sampler