QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmmesher.hpp>
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< FdmLinearOpLayout > | layout_ |
Definition at line 37 of file fdmmesher.hpp.
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explicit |
Definition at line 39 of file fdmmesher.hpp.
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virtualdefault |
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pure virtual |
Implemented in UniformGridMesher, and FdmMesherComposite.
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pure virtual |
Implemented in UniformGridMesher, and FdmMesherComposite.
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pure virtual |
Implemented in FdmMesherComposite, and UniformGridMesher.
Implemented in FdmMesherComposite, and UniformGridMesher.
const ext::shared_ptr< FdmLinearOpLayout > & layout | ( | ) | const |
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protected |
Definition at line 56 of file fdmmesher.hpp.