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

#include <fdmmesher.hpp>

+ Inheritance diagram for FdmMesher:
+ Collaboration diagram for FdmMesher:

Public Member Functions

 FdmMesher (ext::shared_ptr< FdmLinearOpLayout > layout)
 
virtual ~FdmMesher ()=default
 
virtual Real dplus (const FdmLinearOpIterator &iter, Size direction) const =0
 
virtual Real dminus (const FdmLinearOpIterator &iter, Size direction) const =0
 
virtual Real location (const FdmLinearOpIterator &iter, Size direction) const =0
 
virtual Array locations (Size direction) const =0
 
const ext::shared_ptr< FdmLinearOpLayout > & layout () const
 

Protected Attributes

const ext::shared_ptr< FdmLinearOpLayoutlayout_
 

Detailed Description

Definition at line 37 of file fdmmesher.hpp.

Constructor & Destructor Documentation

◆ FdmMesher()

FdmMesher ( ext::shared_ptr< FdmLinearOpLayout layout)
explicit

Definition at line 39 of file fdmmesher.hpp.

◆ ~FdmMesher()

virtual ~FdmMesher ( )
virtualdefault

Member Function Documentation

◆ dplus()

virtual Real dplus ( const FdmLinearOpIterator iter,
Size  direction 
) const
pure virtual

Implemented in UniformGridMesher, and FdmMesherComposite.

◆ dminus()

virtual Real dminus ( const FdmLinearOpIterator iter,
Size  direction 
) const
pure virtual

Implemented in UniformGridMesher, and FdmMesherComposite.

◆ location()

virtual Real location ( const FdmLinearOpIterator iter,
Size  direction 
) const
pure virtual

Implemented in FdmMesherComposite, and UniformGridMesher.

◆ locations()

virtual Array locations ( Size  direction) const
pure virtual

Implemented in FdmMesherComposite, and UniformGridMesher.

◆ layout()

const ext::shared_ptr< FdmLinearOpLayout > & layout ( ) const

Definition at line 51 of file fdmmesher.hpp.

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Member Data Documentation

◆ layout_

const ext::shared_ptr<FdmLinearOpLayout> layout_
protected

Definition at line 56 of file fdmmesher.hpp.