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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Temperature Cauchy. More...
#include <hybridsimulatedannealingfunctors.hpp>
Collaboration diagram for TemperatureCauchy:Public Member Functions | |
| TemperatureCauchy (Real initialTemp, Size dimension) | |
| void | operator() (Array &newTemp, const Array &currTemp, const Array &steps) |
Private Attributes | |
| Array | initialTemp_ |
Temperature Cauchy.
For use with the Cauchy sampler
Definition at line 273 of file hybridsimulatedannealingfunctors.hpp.
| TemperatureCauchy | ( | Real | initialTemp, |
| Size | dimension | ||
| ) |
Definition at line 275 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 277 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 284 of file hybridsimulatedannealingfunctors.hpp.