1GLOBALOPTIMIZER(1)          General Commands Manual         GLOBALOPTIMIZER(1)
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NAME

6       GlobalOptimizer  - Example of Global Optimization Using Different Meth‐
7       ods
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SYNOPSIS

10       GlobalOptimizer
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DESCRIPTION

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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SEE ALSO

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),   MulticurveBootstrap‐
23       ping(1),  Replication(1),  Repo(1), the QuantLib documentation and web‐
24       site at https://www.quantlib.org.
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AUTHORS

28       The QuantLib Group (see Contributors.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)