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Man Pages
GLOBALOPTIMIZER(1) FreeBSD General Commands Manual GLOBALOPTIMIZER(1)

GlobalOptimizer - Example of Global Optimization Using Different Methods

GlobalOptimizer

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.

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.

The QuantLib Group (see Contributors.txt).

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

13 October 2017 QuantLib
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