QuantLib: a free/open-source library for quantitative finance
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fdmmeshercomposite.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2008 Andreas Gaida
5 Copyright (C) 2008 Ralph Schreyer
6 Copyright (C) 2008 Klaus Spanderen
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22/*! \file fdmmeshercomposite.hpp
23 \brief FdmMesher which is a composite of Fdm1dMesher
24*/
25
26#ifndef quantlib_fdm_mesher_composite_hpp
27#define quantlib_fdm_mesher_composite_hpp
28
32
33namespace QuantLib {
34
36 public:
38 const ext::shared_ptr<FdmLinearOpLayout>& layout,
39 const std::vector<ext::shared_ptr<Fdm1dMesher> > & mesher);
40
41 // convenient constructors
42 explicit FdmMesherComposite(
43 const std::vector<ext::shared_ptr<Fdm1dMesher> > & mesher);
44 explicit FdmMesherComposite(
45 const ext::shared_ptr<Fdm1dMesher>& mesher);
46 FdmMesherComposite(const ext::shared_ptr<Fdm1dMesher>& m1,
47 const ext::shared_ptr<Fdm1dMesher>& m2);
48 FdmMesherComposite(const ext::shared_ptr<Fdm1dMesher>& m1,
49 const ext::shared_ptr<Fdm1dMesher>& m2,
50 const ext::shared_ptr<Fdm1dMesher>& m3);
51 FdmMesherComposite(const ext::shared_ptr<Fdm1dMesher>& m1,
52 const ext::shared_ptr<Fdm1dMesher>& m2,
53 const ext::shared_ptr<Fdm1dMesher>& m3,
54 const ext::shared_ptr<Fdm1dMesher>& m4);
55
56
57 Real dplus(const FdmLinearOpIterator& iter, Size direction) const override;
58 Real dminus(const FdmLinearOpIterator& iter, Size direction) const override;
59 Real location(const FdmLinearOpIterator& iter, Size direction) const override;
60 Array locations(Size direction) const override;
61
62 const std::vector<ext::shared_ptr<Fdm1dMesher> >&
63 getFdm1dMeshers() const;
64
65 private:
66 const std::vector<ext::shared_ptr<Fdm1dMesher> > mesher_;
67 };
68}
69
70#endif
1-D array used in linear algebra.
Definition: array.hpp:52
Real dminus(const FdmLinearOpIterator &iter, Size direction) const override
Array locations(Size direction) const override
const std::vector< ext::shared_ptr< Fdm1dMesher > > & getFdm1dMeshers() const
Real dplus(const FdmLinearOpIterator &iter, Size direction) const override
const std::vector< ext::shared_ptr< Fdm1dMesher > > mesher_
Real location(const FdmLinearOpIterator &iter, Size direction) const override
const ext::shared_ptr< FdmLinearOpLayout > & layout() const
Definition: fdmmesher.hpp:51
One-dimensional simple FDM mesher object working on an index.
iterator for a linear fdm operator
mesher for a fdm grid
QL_REAL Real
real number
Definition: types.hpp:50
std::size_t Size
size of a container
Definition: types.hpp:58
Definition: any.hpp:35