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.