QuantLib: FireflyAlgorithm::RandomWalk Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | Protected Member Functions | Protected Attributes | Friends | List of all members
FireflyAlgorithm::RandomWalk Class Referenceabstract

Base Random Walk class. More...

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

Inheritance diagram for FireflyAlgorithm::RandomWalk:
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## Public Member Functions
void | walk ()
| perform random walk

## Protected Member Functions
virtual void | walkImpl (Array &xRW)=0
virtual void | init (FireflyAlgorithm *fa)

## Protected Attributes
Size | Mfa_
Size | N_
const std::vector< Array > * | x_
const std::vector< std::pair< Real, Size > > * | values_
std::vector< Array > * | xRW_
Array * | lX_
Array * | uX_

## Friends
class | FireflyAlgorithm

## Detailed Description

Base Random Walk class.

Derived classes need to implement only walkImpl