QuantLib: SamplerVeryFastAnnealing Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
SamplerVeryFastAnnealing Class Reference

Very Fast Annealing Sampler. More...

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

## Public Member Functions
| SamplerVeryFastAnnealing (const Array &lower, const Array &upper, unsigned long seed=SeedGenerator::instance().get())
| SamplerVeryFastAnnealing (const SamplerVeryFastAnnealing &sampler)
void | operator() (Array &newPoint, const Array &currentPoint, const Array &temp) const

## Detailed Description

Very Fast Annealing Sampler.

For consistency should be used with TemperatureVeryFastAnnealing. Requires that the parameter space be bounded above and below.