QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
LevyFlightWalk Class Reference

Levy Flight Random Walk. More...

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

+ Inheritance diagram for LevyFlightWalk:

Public Member Functions

 LevyFlightWalk (Real alpha, Real xm=0.5, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from DistributionRandomWalk< LevyFlightDistribution >
 DistributionRandomWalk (LevyFlightDistribution dist, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from FireflyAlgorithm::RandomWalk
void walk ()
 perform random walk
 

Additional Inherited Members

- Public Types inherited from DistributionRandomWalk< LevyFlightDistribution >
typedef IsotropicRandomWalk< LevyFlightDistribution, base_generator_type > WalkRandom
 
- Protected Member Functions inherited from DistributionRandomWalk< LevyFlightDistribution >
void walkImpl (Array &xRW)
 
void init (FireflyAlgorithm *fa)
 
- Protected Attributes inherited from DistributionRandomWalk< LevyFlightDistribution >
WalkRandom walkRandom_
 
Real delta_
 
- Protected Attributes inherited from FireflyAlgorithm::RandomWalk
Size Mfa_
 
Size N_
 
const std::vector< Array > * x_
 
const std::vector< std::pair< Real, Size > > * values_
 
std::vector< Array > * xRW_
 
ArraylX_
 
ArrayuX_
 

Detailed Description

Levy Flight Random Walk.