A free/open-source library for quantitative finance
Reference manual - version 1.20
QuantLib
LevyFlightWalk
LevyFlightWalk Member List
This is the complete list of members for
LevyFlightWalk
, including all inherited members.
delta_
(defined in
DistributionRandomWalk< LevyFlightDistribution >
)
DistributionRandomWalk< LevyFlightDistribution >
protected
DistributionRandomWalk
(LevyFlightDistribution dist, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get()) (defined in
DistributionRandomWalk< LevyFlightDistribution >
)
DistributionRandomWalk< LevyFlightDistribution >
explicit
init
(FireflyAlgorithm *fa) (defined in
DistributionRandomWalk< LevyFlightDistribution >
)
DistributionRandomWalk< LevyFlightDistribution >
protected
virtual
LevyFlightWalk
(Real alpha, Real xm=0.5, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get()) (defined in
LevyFlightWalk
)
LevyFlightWalk
explicit
lX_
(defined in
FireflyAlgorithm::RandomWalk
)
FireflyAlgorithm::RandomWalk
protected
Mfa_
(defined in
FireflyAlgorithm::RandomWalk
)
FireflyAlgorithm::RandomWalk
protected
N_
(defined in
FireflyAlgorithm::RandomWalk
)
FireflyAlgorithm::RandomWalk
protected
uX_
(defined in
FireflyAlgorithm::RandomWalk
)
FireflyAlgorithm::RandomWalk
protected
values_
(defined in
FireflyAlgorithm::RandomWalk
)
FireflyAlgorithm::RandomWalk
protected
walk
()
FireflyAlgorithm::RandomWalk
walkImpl
(Array &xRW) (defined in
DistributionRandomWalk< LevyFlightDistribution >
)
DistributionRandomWalk< LevyFlightDistribution >
protected
virtual
WalkRandom
typedef (defined in
DistributionRandomWalk< LevyFlightDistribution >
)
DistributionRandomWalk< LevyFlightDistribution >
walkRandom_
(defined in
DistributionRandomWalk< LevyFlightDistribution >
)
DistributionRandomWalk< LevyFlightDistribution >
protected
x_
(defined in
FireflyAlgorithm::RandomWalk
)
FireflyAlgorithm::RandomWalk
protected
xRW_
(defined in
FireflyAlgorithm::RandomWalk
)
FireflyAlgorithm::RandomWalk
protected
~RandomWalk
() (defined in
FireflyAlgorithm::RandomWalk
)
FireflyAlgorithm::RandomWalk
virtual
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