Class TemperatureCauchy1D

Namespace

NanoQL.Experimental

Assembly

NanoQL.dll

A temperature for the Cauchy sampler, T₀/k^(1/n): QuantLib's TemperatureCauchy1D.

[Experimental("NQL0001")]
public sealed class TemperatureCauchy1D : IAnnealingTemperature<TemperatureCauchy1D>

Inheritance

object

TemperatureCauchy1D

Implements

IAnnealingTemperature<TemperatureCauchy1D>

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

TemperatureCauchy1D(double, int)

Initializes a new instance of the TemperatureCauchy1D class.

public TemperatureCauchy1D(double initialTemp, int dimension)

Parameters

initialTemp double

The initial temperature T₀.

dimension int

The dimension.

Methods

Clone()

A copy, its state included.

public TemperatureCauchy1D Clone()

Returns

TemperatureCauchy1D

The copy.

Remarks

Immutable: the temperature itself.

Update(Vector, Vector, Vector)

Sets the new temperatures (QuantLib's operator()).

public void Update(Vector newTemp, Vector currTemp, Vector steps)

Parameters

newTemp Vector

The new temperatures, which it sets.

currTemp Vector

The current temperatures.

steps Vector

Each dimension's steps.

Exceptions

ArgumentException

The vectors' sizes differ, with QuantLib's text.