GlobalOptimizer - Example of Global Optimization Using Different Methods

       The QuantLib Group (see Contributors.txt).

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

QuantLib                                         13 October 2017                              GLOBALOPTIMIZER(1)

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.

       GlobalOptimizer - Example of Global Optimization Using Different Methods

       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.

GlobalOptimizer