QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | List of all members
SamplerGaussian Class Reference

Gaussian Sampler. More...

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

Public Member Functions

 SamplerGaussian (unsigned long seed=0)
 
 SamplerGaussian (const SamplerGaussian &sampler)
 
void operator() (Array &newPoint, const Array &currentPoint, const Array &temp) const
 

Detailed Description

Gaussian Sampler.

Sample from normal distribution. This means that the parameter space must have support on the whole real line.