QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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.