Provided by: quantlib-examples_1.36-1_amd64
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 https://www.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.