concentrating1dmesher.cpp File Reference

One-dimensional grid mesher concentrating around critical points. More...

#include <ql/errors.hpp>
#include <ql/timegrid.hpp>
#include <ql/utilities/null.hpp>
#include <ql/math/array.hpp>
#include <ql/math/functional.hpp>
#include <ql/math/comparison.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/ode/adaptiverungekutta.hpp>
#include <ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp>
#include <cmath>

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Namespaces
namespace	QuantLib

Detailed Description

One-dimensional grid mesher concentrating around critical points.

Definition in file concentrating1dmesher.cpp.

Variable Documentation

rk_

AdaptiveRungeKutta rk_

private

Definition at line 130 of file concentrating1dmesher.cpp.

points_

const std::vector<Real>& points_

private

Definition at line 131 of file concentrating1dmesher.cpp.

betas_

const std::vector<Real> & betas_

private

Definition at line 131 of file concentrating1dmesher.cpp.