1GLOBALOPTIMIZER(1) General Commands Manual GLOBALOPTIMIZER(1)
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6 GlobalOptimizer - Example of Global Optimization Using Different Meth‐
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10 GlobalOptimizer
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13 GlobalOptimizer is an example of using QuantLib.
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15 Several different methods are illustrated: Firefly Algorithm, Hybrid
16 Simulated Annealing, Particle Swarm Optimization, Simulated Annealing,
17 and Differential Evolution.
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20 The source code CDS.cpp, BermudanSwaption(1), Bonds(1), Callable‐
21 Bonds(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1),
22 FittedBondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1),
23 SwapValuation(1), the QuantLib documentation and website at
24 http://quantlib.org.
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28 The QuantLib Group (see Authors.txt).
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30 This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the
31 Debian GNU/Linux maintainer for QuantLib.
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35QuantLib 13 October 2017 GLOBALOPTIMIZER(1)