QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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glued1dmesher.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2012 Peter Caspers
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file glued1dmesher.hpp
21 \brief One-dimensional grid mesher combining two existing ones
22*/
23
24#ifndef quantlib_glued_1d_mesher_hpp
25#define quantlib_glued_1d_mesher_hpp
26
28
29namespace QuantLib {
30
31 class Glued1dMesher : public Fdm1dMesher {
32 public:
34 const Fdm1dMesher& leftMesher,
35 const Fdm1dMesher& rightMesher);
36 private:
37 const bool commonPoint_;
38 };
39}
40
41#endif
One-dimensional simple FDM mesher object working on an index.
Definition: any.hpp:35