QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
FdmCEV1dMesher Class Reference

#include <fdmcev1dmesher.hpp>

+ Inheritance diagram for FdmCEV1dMesher:
+ Collaboration diagram for FdmCEV1dMesher:

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< Reallocations_
 
std::vector< Realdplus_
 
std::vector< Realdminus_
 

Detailed Description

Definition at line 32 of file fdmcev1dmesher.hpp.

Constructor & Destructor Documentation

◆ FdmCEV1dMesher()

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<RealReal>(Null<Real>(), Null<Real>())) 
)

Definition at line 32 of file fdmcev1dmesher.cpp.

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