QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
TemperatureVeryFastAnnealing Class Reference

Temperature Very Fast Annealing. More...

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

Public Member Functions

 TemperatureVeryFastAnnealing (Real initialTemp, Real finalTemp, Real maxSteps, Size dimension)
 
void operator() (Array &newTemp, const Array &currTemp, const Array &steps) const
 

Detailed Description

Temperature Very Fast Annealing.

For use with the Very Fast Annealing sampler