NAME

       GlobalOptimizer - Example of Global Optimization Using Different Methods

SYNOPSIS

       GlobalOptimizer

DESCRIPTION

       GlobalOptimizer is an example of using QuantLib.

       Several  different methods are illustrated: Firefly Algorithm, Hybrid Simulated Annealing, Particle Swarm
       Optimization, Simulated Annealing, and Differential Evolution.

SEE ALSO

       The  source  code  CDS.cpp,   BermudanSwaption(1),   Bonds(1),   CallableBonds(1),   ConvertibleBonds(1),
       DiscreteHedging(1),       EquityOption(1),       FittedBondCurve(1),       FRA(1),       MarketModels(1),
       MulticurveBootstrapping(1),  Replication(1),  Repo(1),  the  QuantLib  documentation   and   website   at
       http://quantlib.org.

AUTHORS

       The QuantLib Group (see Contributors.txt).

       This  manual  page  was  added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for
       QuantLib.