QuantLib
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:

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_
 
ArraylX_
 
ArrayuX_
 

Friends

class FireflyAlgorithm
 

Detailed Description

Base Random Walk class.

Derived classes need to implement only walkImpl