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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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) |
Temperature Cauchy.
For use with the Cauchy sampler