QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmcev1dmesher.hpp>
Public Member Functions | |
FdmCEV1dMesher (Size size, Real f0, Real alpha, Real beta, Time maturity, 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_ |
Definition at line 32 of file fdmcev1dmesher.hpp.