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

Lognormal Sampler. More...

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

Public Member Functions

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

Detailed Description

Lognormal Sampler.

Sample from lognormal distribution. This means that the parameter space must have support on the positve side of the real line only.