#include <fdmblackscholesmultistrikemesher.hpp>
Inheritance diagram for FdmBlackScholesMultiStrikeMesher:
Collaboration diagram for FdmBlackScholesMultiStrikeMesher:
Public Member Functions | |
| FdmBlackScholesMultiStrikeMesher (Size size, const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Time maturity, const std::vector< Real > &strikes, Real eps=0.0001, Real scaleFactor=1.5, const std::pair< Real, Real > &cPoint=(std::pair< Real, Real >(Null< Real >(), Null< Real >()))) | |
| Public Member Functions inherited from Fdm1dMesher | |
| Fdm1dMesher (Size size) | |
| virtual | ~Fdm1dMesher ()=default |
| Size | size () const |
| Real | dplus (Size index) const |
| Real | dminus (Size index) const |
| Real | location (Size index) const |
| const std::vector< Real > & | locations () const |
Additional Inherited Members | |
| Protected Attributes inherited from Fdm1dMesher | |
| std::vector< Real > | locations_ |
| std::vector< Real > | dplus_ |
| std::vector< Real > | dminus_ |
Detailed Description
Definition at line 37 of file fdmblackscholesmultistrikemesher.hpp.
Constructor & Destructor Documentation
◆ FdmBlackScholesMultiStrikeMesher()
| FdmBlackScholesMultiStrikeMesher | ( | Size | size, |
| const ext::shared_ptr< GeneralizedBlackScholesProcess > & | process, | ||
| Time | maturity, | ||
| const std::vector< Real > & | strikes, | ||
| Real | eps = 0.0001, |
||
| Real | scaleFactor = 1.5, |
||
| const std::pair< Real, Real > & | cPoint = (std::pair<Real, Real>(Null<Real>(), Null<Real>())) |
||
| ) |
Definition at line 34 of file fdmblackscholesmultistrikemesher.cpp.
Here is the call graph for this function: